Looks like the serotonin anti-depressants (ie. SSRIs and agonists) might create physical dependence, and thus can cause some serious withdrawal. Surprise, surprise! This article from the NYT points out that since serotonin is used throughout the body, including in the digestive system, there can be some very strange withdrawal effects. Interesting point about how drugs with a longer half-life produce less severe withdrawal because they leave the system more gradually.
[Edited 11/2006 to rectify incorrect use of addiction-dependence terminology -Neville]
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