I was pretty much anorgasmic on Celexa an also gained weight. As soon as I tapered off, I was able to resume my normal sex life and take weight off easily. You had a thread about a week ago where you were having trouble losing weight despite keeping to a strict training regimen-- could that also be partly be caused by the mecdication. SSRIs are notorious for both weight gain and some sort of sexual dysfunction.
Wellbutrin is probably the the drug that has the least unpleasant sexual side effects and can cause weight loss, not gain. Some psychiatrists will prescribe Wellbutrin to their patients along with an SSRI to get an enhanced antidepressant effect (they work on different neurotransmitters) and to curb some of the side effects of the SSRIs. That combination isn't always tolerated well, but it's worth mention to your doctor. I always recommend seeing a psychiatrist over a general practitioner since the god ones are much better able to handle medication combinations and the like.
Also, a lot of these side effects can go away or lessen after being on the drug for awhile.
Sometimes you have to give it time.
Surprisingly, the drug I take has a lot fewer side effects than most of the antidepressants I've been on. I've been taking Lamictal now for over a year and I've had some really clear benefits and not a lot, if any, noticeable side effects. I don't know that it's prescribed for anyone who isn't bipolar, however. It's not a first line drug for people suffering from clinical depression.