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I would recommend the Effexor XR. It is a capsule, and inside the medication is in tiny beads. These can be sprinkled over apple sauce, pudding, yogurt or similar substances. The beads should not be chewed or crushed, as that will damage the coating the helps the medication stay in the body for a longer period of time (the time-release agents).
Currently I only know of one antidepressant that is available in a patch form, but it is chemically in a different family from Effexor. It is called EmSam. It is a MAOI family of antidepressants, so it may not manage his symptoms in the same way the Effexor is, since they are targeting different neurotransmitters.
There are no antidepressants available in a sublingual form at this time.
Good luck with the Effexor XR beads. They should be much easier to swallow and not have the overwhelming taste and odor that the liquid form has.