As a longtime anxiety/depression patient, I'd like to share how each of these have gone for me.
Zoloft: The first one I tried. Helped a bit at the low dose, could not sleep at all when the dose went up. 1/ https://twitter.com/DrPoorman/status/1311402518971215873

Prozac: worked pretty well at 40mg, adding Wellbutrin helped the sexual side effects. 60mg made me emotionally numb, not a good feeling. Eventually stopped working.
Celexa: killed my ability to orgasm, did not help my depression/anxiety 2/

Lexapro: actually seems to be working ok, some sexual side effects even with Wellbutrin on top. :(
Paxil: I don't think I've tried this one
Effexor: Honestly I don't remember a lot about this one, I guess I switched for a reason, but the side effects weren't bad? 3/