Hi there,
Here's my story: I took Zoloft for about 6 months, and I think it helped a bit, but definitely wasn't as helpful as I thought it would be. Then, I stopped taking Zoloft and didn't take any medication for over a year. BIG MISTAKE! My depression came back worse than ever before...but anyway, I started taking Cymbalta in August 2007, and it has really been great for me. I'm not saying that one works better than the other for everyone...we're all different. BUT, I know that Cymbalta has helped tremendously with my depression.
I am also a chronic pain patient. I was told that Cymbalta might help w/my pain, but unfortunately, that hasn't been the case. I think it generally works better for neuropathy (nerve pain), from what I know...and that is not my pain problem. Even then, however, I've read reports of it not working all that well for nerve pain...who knows. But if you just want something new for depression, I highly recommend giving Cymbalta a try! However, it did take about 5-6 weeks till I really noticed a difference (and I was started on the lowest possible dose of 20mg, titrating upward to 60mg after 4 or 5 weeks).
Good luck!