Objective: A systematic review on empirical results of current guidelines and recommendations with focus on efficacy and tolerability of antidepressant pharmacological treatment options. Methods: A critical, systematic evaluation of peer reviewed surveys, meta-analyses and guidelines is provided with the focus on evidence based consequences for the psychiatric clinical practice in the treatment of major depressive episodes. Results: Most of modern and classic antidepressants have not proved differences in studies regarding comparative effectiveness. In contrast clinical decisions are increasingly guided by differences of tolerability, which are clearly documented in the current literature. Many algorithm based treatment options exist to face the common problem of treatment resistance. Conclusions: The multitude of effective antidepressant options provides an individual and patient orientated treatment. To achieve an optimal utilization of these options, an orientation on multi-step treatment plans is useful.