Xanax is not an antidepressants; antidepressants are not like Xanax.

heterocyclic antidepressants (HCAs), such as amitriptyline (Elavil)

thyroxine schouldnt be taken with antidepressants

Antidepressants affect brain chemistry and the balance of neurotransmitters which can cause headaches. If your headaches continue, maybe you should switch antidepressants.

Most. Read the information with it for contraindications. Here's another list if you've lost it.

http://en.wikipedia.org/wiki/Selective_serotonin_reuptake_inhibitor#Contraindications_and_drug_interaction