Still Depressed!!!!

I am still depressed. I don't know what else to do about it. I see a counselor on a regular basis plus I take meds. My psych just started me on a new anti-depressant so I am waiting for that to kick in. I really hope this one works and I don't get any nasty side effects. I get really depressed all the time. I am trying to exercise more often to work off my anxiety. I get really bad anxiety too. Plus I have schizo-affective disorder which is just a type of schizophrenia. I do take meds for that though.