I haven't taken SJW long enough for it to make a difference, but wanted to chime in that I have also heard good things about Sam-E.
Sam-E (S-Adenosyl-L-Methionine) is a naturally-occurring substance which is a major source of methyl groups in the brain. I think the research has been limited, but those that have been done showed that Sam-E did make a difference in depression compared to a placebo. It can be found at health food or suppliment stores.
Another thing I have just started using is GABA (Gamma-aminobutyric acid. It is the major inhibitory neurotransmitter of the nervous system). Here's a tidbit I gleaned off the Net:
GABA participates in promoting relaxation, which explains why many well-known anxiety medications - Valium among them - target GABA receptors in the brain. But unlike many prescription tranquilizers, GABA is not habit-forming. GABA itself does not cause drowsiness. Instead,it eases anxiety.
I have taken GABA (especially during PMS) and found it helpful. I didn't feel weird or "out of it" at all.
It might be worth seeing a naturalpath or some physician who is familiar with SJW or other treatments than the traditional meds.