Amitriptyline was never a favorite among psychiatrists, primarily
because of the fact that it has an adverse effect burden higher than
that of most antidepressants. It may be that the many non-psychiatric
uses led primary care practitioners to become familiar with
amitriptyline, so when they went to prescribe an antidepressant, they
tended to prescribe it instead of one of the others.  

So when would it be a good idea to use amitriptyline for treatment of
depression?  The short answer is that it is not, unless the
patient has a prior history of a good response to the drug, or unless
many others have been tried, and your are working your way down the
list.  

The long answer is a bit more complicated.  Sometimes, it
makes sense to prescribe an antidepressant when it has a side effect
that is desirable; for example: sedation, urinary retention, or
constipation.  If a patient has both depression and migraine,
or depression and neuropathic pain, it might make sense to use one drug
instead of two.  Or, if a person has a partial response to
another drug, say, sertraline, but has not attained href="http://www.medscape.com/viewarticle/462850">remission,
it might make sense to add a little bit of a tricyclic antidepressant
to augment the response.  

In general, it would not be a good idea to try to use amitriptyline as
a single agent to treat depression plus pain.  The reason is
that that the pain often can be managed by low doses of amitriptyline
(10-50mg), doses that are too low to have much effect on depression.
 The effect is not lost at higher doses, but in general, you
do not get better analgesia with higher doses, but you do get more
undesirable adverse effects.  In order to have a decent chance
of treating depression, you have to use higher doses, often in the
100-200mg per day range.

One situation in which I might use amitriptyline is in cases where
people have a partial response to an SSRI, but may also have a side
effect to the SSRI such as insomnia or diarrhea.  Adding
10-25mg of amitriptyline might make sense in that context.
 Something you have to watch in that situation is that some
SSRIs (among other kinds of drugs, and grapefruit juice) will inhibit
the metabolism
of tricyclic antidepressants, leading to higher-than-expected blood
levels, with the potential for href="http://www.emedicine.com/ped/topic2714.htm">toxicity.

One relative disadvantage of amitriptyline, as with all tricyclic
antidepressants, is that they can be toxic if the blood level gets much
higher than the therapeutic range.  Therefore, it sometimes is
necessary to check blood levels.   That is expensive, and it
annoys people when you stick needles in them.