There is also evidence that they might only work better than a typical placebo because the side effects make them an "active placebo", triggering a stronger placebo response. i.e. if you take a pill that doesn't make you feel any different, you may wonder if it's working, but if you feel weird and have unpleasant side effects then you know it's doing something.
This is particularly underappreciated in the research done on these drugs, because a double-blind study isn't actually double-blind if many of the participants can easily tell whether they're in the placebo group due to very noticeable side effects.
It's been mentioned in other comments, but I really recommend the work of Irving Kirsch on this; he's a brilliant scientist and his book The Emperor's New Drugs is a real eye-opener.
This is particularly underappreciated in the research done on these drugs, because a double-blind study isn't actually double-blind if many of the participants can easily tell whether they're in the placebo group due to very noticeable side effects.
It's been mentioned in other comments, but I really recommend the work of Irving Kirsch on this; he's a brilliant scientist and his book The Emperor's New Drugs is a real eye-opener.