No, I havent taken an anti-depressant but I know a couple of people who have and I've studied a lot about them after contemplating trying one. I am sleeping better now(okay, not great), but back when I was having a horrible time sleeping I was definitely depressed. Sleeplessness and depression go hand in hand. The big question a lot of the time is which is causing which. Anybody who's suffered from bad insomnia knows what I'm talking about. It just totally wrecks you. Besides feeling like crap, sleep just starts to dominate your thoughts, mentally you are just drained, and it turned me into a full blown hypochondriac. But once my sleep improved, my depression lifted. I work with a girl who is taking Lexapro for anxiety and she says she has a lot of problems sleeping. Are you just taking it for anxiety? I understand taking SSRI's are much safer than benzo's(addicting) for anxiety, but like I said if you cant sleep is it really helping you that much? To me, its solving one problem and causing another. But its up to you personally to weigh the benefits and setbacks.
Have you tried anyhting else before going on zoloft? I read about a medication called hydroxyzine(Atarax) a while back that is really good for anxiety. It's actually an antihistamine, but has very potent anti-anxiety properties. It's cheap and relatively safe. The side effects are pretty much the same for any other anithistamine. Do a search for it or look it up on ****pedia. Have you ever tried the natural route? Valerian is very good for sleep, but you can also use it for anxiety. I used it before when I was going thru some stress and it really helped to take the edge off of it. Didnt really make me tired, just a nice, mild, relaxed feeling. There are other things like passion flower and kava(beware of liver problems), but i havent tried those. Anyway, if you ever go off the zoloft, maybe you should give these a shot if you havent already.