Psychiatrists (well, ER doctors, usually) do, in fact, perform MRI's before prescribing meds. This happened to me when I was first diagnosed with bipolar disorder, and I assumed it's not an uncommon practice.

It's easy to think of psychiatry being wishy-washy when all you're considering is mild to moderate depression and the like, but it becomes much harder when you consider the entire spectrum of mental illness. Full-blown mania, psychotic depression, or untreated schizophrenia scream illness in a way that is hardly subjective.