What are some medications for severe depression/anxiety that DON'T make you gain weight as a side effect?

I tried Welbutrin, but I gained 30lbs in 2 months and felt like a zombie. Are there any medications that do not mess with your weight?

Also, if I have ADHD and depression, would I be put on two different medications - or would they counter react? I've always had ADD as a kid, but my mom never put me on any medications. Sometimes, my depression balances out the ADHD, but other times my mind is running 100 different processes at once.