For antidepressants too, in which case it's important to gradually increase the dose to avoid side effects (which can even be increased anxiety and suicidality), and where it's also important to consider what medication to use, and what other treatment to do. In general you're far more likely to achieve a good outcome with proper follow-up. I think that in general you can say that antidepressants don't treat your illness, it treats your symptoms, and it's up to you to treat the illness. The medications only make you more able to do so yourself.