The risk of SSRIs: they tend to have annoying side effects, specifically sexual ones like anorgasmia, and they often don't work. Anorgasmia isn't quite on par with death by cancer.
SSRIs, as we all know, are rarely adequate on their own and pretty much anybody with a mental illness is at an increased risk of self-injury and suicide. I'm not talking about the risk of the medication so much as the risks inherent in the mental illness, which GPs are not really trained to look for. I have no problem with GPs prescribing SSRIs but like I said, I really think a referral to somebody more equipped to deal with the illness (a psychiatrist), should be made immediately, but that it's okay for a GP to handle it with rather benign drugs like SSRIs in the meantime. It's much more preferable to just leaving a suffering patient completely stranded.
But again, this is based on my Canadian perspective. My mom has been stay-at-home, and my father self-employed, so in the US, psychiatric care could have very well been out of the question for me. I might not even be alive right now. Because, while you're totally right that only a psychiatrist should be dealing with medication combos such as Parnate and amphetamine, nobody ever really STARTS there, and it takes many different trials of different drugs to get to this point, many of which a GP doesn't really have any business facilitating. I probably would have never even gotten close to the care I'm receiving now without the benefits of UHC, which, like I mentioned, might very well be the reason I'm even alive right now.
So perhaps my comments don't apply so well to Americans, but for pretty much the rest of the developed world, I think it's prudent to let the experts handle it as soon as possible. Who knows, there may be other diagnoses that a GP is absolutely incapable of making - there's a lot more to it than just the prescription of a fairly harmless drug.