Sertraline vs. Venlafaxine XR

Inclusion Criteria: Single or Recurrent Episode of MDD without psychotic features Additional diagnoses will be permitted only if they are identified as secondary diagnoses 18 or above on 17-item Ham-D with item 1 (depressed mood) score of 2 or above Exclusion Criteria: Current or past diagnosis of Bipolar Disorder Any history or current psychotic disorder Current psychotic symptoms, including current delusional depression Current diagnosis of delirium or dementia Alcohol or drug abuse or dependence in last 6 months or currently Schizoid, Schizotypal, or Borderline Personality Disorder Non-response to sertraline at least 150mg for 4 weeks or more, venlafaxine XR at least 225mg for 4 weeks or more, or non-response to 2 antidepressants in the current episode Use of any antidepressant within 2 weeks of baseline (4 weeks for fluoxetine) Use of herbal and/or homeopathic remedies concomitantly or within 2 weeks of baseline excluding vitamins and mineral supplements Use within 1 week of baseline or concomitant use of any psychotropics with the exception zolpidem or zopiclone PRN for sleep Use within 4 weeks of baseline of benzodiazepines taken on a regular, daily basis (PRN use is acceptable as long as none in week leading up to randomization) Score of 3 or 4 on the suicide item, item 3 of the Ham-D scale at screen or baseline visit Participation in any other studies concomitantly or within 90 days prior to entry into this study Treatment with monoamine oxidase inhibitors within 14 days of baseline Treatment of electroconvulsive therapy within 30 days of baseline Previous history or intolerance or hypersensitivity and/or venlafaxine XR Likelihood of requiring treatment during the study period with drugs not permitted by the study protocol Presence of serious and/or unstable medical condition Abnormal laboratory results Positive pregnancy test and/or nursing women or fertile women not practicing an effective method of birth control History seizure disorder-excluding febrile seizures of childhood Any other condition which in the investigator's judgement might increase the risk to the subject or decrease the chance of obtaining satisfactory data Mental condition rendering the subject unable to understand the procedures Unable and/or unlikely to comprehend and/or follow the protocol