I am not to fond about atypical antidepressants for depression due to a lack of efficacy. See also this post about Clozapine in ECT treatment failure for depression. Also due to their side effects of which weight gain and the metabolic syndrome are the most important.
In a recent clinical overview some of the atypical antipsychotics (olanzapine and quetiapine) have some supportive data from prospective controlled trials as augmentation strategy to SSRIs. But the trials with olanzapine were all with fluoxetine in a high dosage. The half life of fluoxetine is 4 weeks. Due to this design and execution factor the results are affected by this. In one of the two other trials fluoxetine alone was better than the combination and in the other trial the combination of fluoxetine and olanzapine did better. Conflicting results.
In three placebo controlled trials after one antidepressant without result all three trials with quetiapine showed a significant effect in favor of quetiapine addition. Of these three only in 2 the mean decrease of the score on the Hamilton Rating Scale for depression was significant. Not a very strong clinical measure.
The other atypical antipsychotics lacked sufficient data (Risperidone, Ziprasidone, Aripiprazole).
Because these medications can pose a significant health risk due to weight gain and the metabolic syndrome and because the evidence of their efficacy is limited, addition of an atypical antipsychotic to a first SSRI isn’t a very good option. Especially considering other strategies with more efficacy data and less severe side-effects. For instance ECT or lithium addition to name a few. Other options you can find in a post called: 9 Steps for Treatment Resistant Depression
Shelton, R.C., Papakostas, G.I. (2008). Augmentation of antidepressants with atypical antipsychotics for treatment-resistant major depressive disorder. Acta Psychiatrica Scandinavica, 117(4), 253-259. DOI: 10.1111/j.1600-0447.2007.01130.x