um I hate to break it to you, but most anti-depressants take at least 3 weeks to start working with 3-6 months for their full effect...
most people start on prozac or paxil, which is your basic SSRI (selective serotonin reuptake inhibitior) which basically means they prevent your body from metabolizing and getting rid of your serotonin, so there is more left in your brain.
i wouldnt suggest taking it on your own... they have different effects for different people and the side effects can often outweigh the positive aspects.
I suggest having a few drinks, bitch about the girl and then doing something fun that he likes to get his mind off of it.
valium might numb the pain for a little while, but always remember there is a come down
not to mention that it is a downer, not an upper and might make him more depressed.
but then again thats just my cheap two cents ;)