I'm copying and pasting my answer from another TMS question, hope you don't mind.

*Note: I have never been through ECT

As of Friday, I am currently on day 12 of (Neurostar) TMS.
If you look through the medications I have been through the years and my current doctor pretty much said, I don't know what else to do for you. I was at the end. She suggested TMS...I was very reluctant even though I was in a bout of deep depression. I was only leaving my house to see her. (Psychiatrist)
It took me weeks to research TMS and finally make an appointment with the only licensed psychiatrist, M.D. in my state to offer this.
In my research it says you will feel a "gentle tapping". First and foremost...It is painful! I will not lollygag around this. Does it get less painful, yes...a bit. Even if you have a high pain tolerance, it's pretty bad...BUT if you are like me and you are desperately wanting help and want to feel better...its worth it.
The process is a TOTAL commitment also. 1 total month. Monday thru Friday. 1 hour. Treatment is 37 mins. 4 seconds of pulsing. 26 seconds of rest time. You cannot have ANY metal from your neck up. No jewelry, dental work, metal in your head from surgeries, etc. Also no history of seizures.
Day 7, people were noticing a difference in me. Granted I wasn't really noticing anything yet. People that knew me were...by the end of this week I was noticing things. I don't want to be couped up in my house...I'm opening up curtains. I went to the grocery store without having to have a buddy with me. The clutch in my car went yesterday and I'm not crying in despair.
This is working. Excuse the pun, but I am literally shocked that I am not in bed cowering from the world with what happened this week. I'm OK. No depression medication has ever made me feel ok.
Side effects...a small headache that goes away in a few hours. Plus the pain while the machine is on. That's it.
Two of the big plus'...since being off the medications...I've lost weight and I'm not nauseas all the time.
I know that's a lot of info. If I can help more please let me know!

the hammers from the wall, cool

I have high hopes for it. Hopefully not too high...Reality has a habit of bitch slapping me at times.