I'm sorry to hear about your problem with Copaxone Sassy! Darn it anyway!
If you decide on an interferon, you'll probably for sure need to take an antidepressant if you don't already. I didn't start on one until I started taking Rebif but I should have taken one sooner I think.
I felt better on Avonex than I did on Rebif myself. When I switched to the higher dose of Rebif my depression got a lot worse.
Good luck with whatever choose!