Duloxetine has been on the market for 10-11 years now. It is classified as an SNRI, a serotonin and noradrenaline reuptake inhibitor though it has some effect on Dopamine as well. It is a cousin to the more well known Venlafaxine. It has a few complexities in that it has multiple uses, major depressive disorder, general anxiety disorder, urinary incontinence, neuropathic pain, and fibromyalgia among them.
In stress urinary incontinence there is a split between UK and USA. It is approved here but the USA FDA declined to approve it because they had concerns about it causing possible liver damage and a possible link to increased suicide rates. A 2012 review here did not recommend it as a first line antidepressant. Part of the reasoning was that it was expensive but its patent has now expired and there should be cheaper generic versions available now or soon. That may change people's attitudes towards it a little.
As an antidepressant it doesn't stand out. About 3 years ago a review of its efficacy found it was no more effective than the SSRI's, the Prozac group, and had a worse side effect profile and tolerability. The major side effects are these but
there are more.
Nausea 34.7%,
Dry mouth 22.7%,
Headache 20.0%
Dizziness 18.7%
Duloxetine has a withdrawal syndrome, which not everyone gets. I think its withdrawal is not nearly as difficult as its cousin Venlafaxine.
I wouldn't personally take Duloxetine. If I was looking for an SNRI I would go for Venlafaxine which I think is more effective. But if you have tried lots of antidepressants and got nowhere it might be worth a try. I would think very carefully about whether Duloxetine is the last resort. Have you tried combinations of two drugs and augmentation with things like Lithium, Lamotrigine, Thyroid Hormone,etc.
I am not sure what else to tell you. If there is something else you want to know, just ask.
Love
Steve