I can not take any of the SSRI anti-depressants without experiencing sexual side effects. My doctor and I have tried a few and with in a week or two the orgasms are gone. Sorry if it is TMI...but not only don't I want sex, I can't even have full fun when we do.
I have taken Wellbutrin and I love it...no sexual side effects, in fact for about six weeks it can make you turn into a bit of a nymph-o...until you settle and the side effects wain a bit...also it can decrease your appetite...if you gain weight when depressed it can really help get that off as well...also, when I stopped taking it there was no discontinuation syndrome. (Getting off Paxil was hell on earth!!!)
Anyways...don't let your doctor tell you the sexual side effects are all in your head or part of your depression. Try a different medication maybe a different SSRI or a different class of medication. I had one male doctor try and tell me I just needed to live with it...(can you imagine if a male patient went in and said I can't get an erection...don't think he would have been told well you just have to live with it)...I dropped that doctor.
Ask about trying something different...maybe not Paxil though it was hard to stop taking...good luck and feel free to PM me if you need to...unfortunately I do have experience with these drugs...