I had a nice long answer all typed out and when I hit submit, it vanished..
A long story short...I'd advise starting with Prozac, as it has the least side effects and is out of your system fast, so you don't have to taper off, when you don't need it any longer.
MS can actually be the medical cause of your depression....not always situational.
There is no shame in asking for an AD, especially when you have MS...Good luck..