I was on citalopram for twelve years and I too thought it had stopped working, so I tapered slowly off it.

After a while I discovered that whilst I thought it wasn't working, it actually was - as I slowly collapsed into an ever darker place, suicidal thoughts started occurring and eventually I started calling the Samaritans.

After consultation with a GP I was placed on sertraline which did little for me other than seemingly raise my blood pressure, so now I am on 10mg of escitalopram. Whilst not making me happy and full of the joys of spring - and I still suffer from anxiety - at least I am no longer thinking of taking my life any more. Switching from one SSRI to another seems to be the preferred option; I still marvel at the world of chemistry where arranging the same atoms in a different order can have such an effect (escitalopram is the S-isomer of citalopram hence the name, if you fancy looking up the chemistry).

I don't wish to sound too much of a doom-monger but certainly I feel I am one of those people with incurable depression/anxiety issues. If you want more than (IMO) useless CBT to help (which is handed out like sweeties because it's so cheap) be prepared to either have a fight with the NHS or go private.