Lady Gaga, Owen Wilson, and Gwyneth Paltrow count themselves among the lucky ones. Heath Ledger, Marilyn Monroe, and Kurt Cobain, sadly were not.

We're talking about winning and losing the battle against chronic depression.

Although antidepressant medications have revolutionized the management of this often life-threatening disease, according to a new study, the most effective drugs also are the ones that cause hard-to-handle side effects, ranging from nausea and sexual malfunction to weight gain and anxiety.

A meta-analysis published in “The Lancet” found that the most effective meds (in alphabetical order) are: agomelatine, amitriptyline, escitalopram, mirtazapine, paroxetine, venlafaxine, and vortioxetine.

The most frequently discontinued meds are: amitriptyline, clomipramine, duloxetine, fluvoxamine, reboxetine, trazodone and venlafaxine.

So if you are dealing with depression and one med produces tough-to-live-with side effects, talk to your doc about changing medication (but never stop taking an antidepressant abruptly or without medical guidance).

The study found that agomelatine, citalopram, escitalopram, fluoxetine, sertraline, and vortioxetine were more tolerable than other antidepressants.

Also, discuss these alternative ways to help ease depression:

• Talk therapy, with or without medication, has been proven effective for many people.

• Exercise — at least 10,000 steps a day or the equivalent; weight lifting (100-step-equivalents per minute); and gardening (83-step-equivalents per minute) — may ease depression by promoting better sleep or because of stimulating the brain's neurotransmitters (researchers are unsure).

• Careful nutrition that eliminates inflammatory processed foods, red meats and added sugars and syrups may also ease symptoms; add in a little dark chocolate.

Ask your doc about all your options so you can move forward with your productive and fulfilling life.