My understanding of your question is that you have had migraines for a long period of time but that you feel your antidepressant medications have made them worse.
Most of the most effective antidepressants also unfortunately carry the risk of sexual dysfunction as a side effect. These medications may help prevent migraines in some patients but not all, and at higher doses have been reported to increase the frequency and severity of migraines. Wellbutrin is probably the least likely to cause sexual side effects, but I see that this was not effective for you.
Venlafaxine (brand name Effexor) is an effective antidepressant that may prevent migraines. The "older generation" antidepressants such as amitriptyline and nortriptyline (known as tricyclic antidepressants) actually are more proven as migraine prevention medications, but generally cause more sedation and other side effects such as weight gain, dry mouth and dizziness than the newer antidepressants.
While it is ideal to be able to treat both depression and migraines with one medication, sometimes this is not possible and you need to take the best medication for your depression and the best medication for your migraines. Other medications which may be helpful as migraine prevention drugs that are NOT antidepressants include topiramate, verapamil, valproic acid and gabapentin. Propranolol may be used but I would not recommend this for someone with depression since it can worsen your mood.
In general, maintaining regular sleep habits, exercising, and trying to identify and avoid any triggers (such as stress, certain foods/beverage) are all helpful at decreasing the frequency of migraines. I usually recommend keeping a headache diary to describe what time it was, what you were doing, what you had recently consumed, etc. to try to identify any triggers for your migraines. Certain supplements also may help prevent migraines if taken faithfully for 3 months or more--these include magnesium, riboflavin and feverfew. These can all be obtained over the counter but you should not exceed the recommended doses for these supplements.
I hope this has been helpful.