This is really a very personal decision as to whether to continue/change anti-depressants.
I had been on a nti-depressants for many years.
My physician had me wean off of several anti-depressants (Effexor was one) and gradually go onto others (including Paxil) that would work better after RNY. However, I decided to wean off what I was on, and stay off. I was on such a high about the whole process, so happy to be able to fix a major part of my problems, that I chose not to go on anything else. That was in March of 2007. Haven't had a thing since. I am not suggesting anyone do this on their own, or do it at all. It's a decision between you and your doctor. Just my own experience, since you asked.
Best of luck to you!