I've taken three different ones: Paxil, Anafranil, and Prozac.
Paxil was absolutely THE WORST to go off of. I had to taper way down over the course of a couple of months, and it was horrible. I would never take that drug again for any reason, just because of knowing how bad it is to stop taking it.
Anafranil, I didn't have any problems going off of, but I don't know if that would be the case for everyone.
Prozac has a very long half-life in the body, and I've gone off that before with no problems at all. My doctor even told me that Prozac has the least chance of causing withdrawal of all of the drugs in that category.
I should add that I have pretty much always been on the minimum dose of all of these, because of the side effects, so stopping taking a higher dose might cause problems that I didn't run into.
Even at the lowest dose of Paxil, though, I had horrible withdrawal. If you're worried about withdrawal, I'd stay away from that one.