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WTF ARE THE CNS and PNS?
I know I'm beating a dead horse right now, but I will once again re-iterate that the CNS ("central nervous system") consists of the brain and spinal cord.
The CNS is opposed to the PNS ("peripheral nervous system"; hehehe, I just said PNS), which includes virtually other nerves not covered by the CNS. The PNS shares many characteristics with the CNS, and is of course connected to it. Some physical actions and side effects of these meds are due to PNS actions.
Cells throughout the nervous system are known as "neurons". These neurons communicate using pathways throughout the CNS and the rest of the nervous system. Modulating (changing the function of) these pathways is critical for a CNS medication to work.
As far as the individual neurons, they are, quite frankly, very similar to tiny electrical batteries. Ion channels (more on them later) assist in the flow of ions (a type of reactive element), transmitting an electrical impulse from one end of the neuron to the other end, much like the flow seen with a battery.
An ion is a reactive, charged form of an element. Ions sometimes form when something's dissolved into water. For example, when you dissolve table salt (aka sodium chloride aka NaCl for short), the stuff actually splits into two ions, Na+ and Cl-. (Just of note - Sucrose, aka table sugar, does not split into ions like this, even though you can dissolve it in water.)
The neuron, the basic cell of your nervous system, consists of a head (dendrite), central body (axon), and tail (axon terminal/s). For what it's worth, most of the action will take place where two neurons connect. Transmission inside the nerve cell is a quick electrical jolt from dendrite, through axon, and to the terminals. From there, we have communication between neurons (i.e., between the first one's terminals and the second one's dendrite. Read further for details).
Above: The neuron. VIEW ENLARGEMENT
Most neurons act as "one-way streets", transmitting messages electrically in one direction or the other (there are a few exceptions, but they're really not relevant to the matter at hand). Despite the "one-way" conduction of neurons, they can still form complex pathways. Below, there are a few possible neuronal pathways that are seen in the brain.

The "simple" pathway will be the only one we'll be talking about here, although complex pathways of multiple neurons connecting to each other are ubiquitous throughout our nervous system. A special kind of complex pathway, the recurrent pathway, is a major neuronal 'road' in balancing out various things in our bodies such that things don't go out of whack. The recurrent pathway diagrammed above is a complex recurrent pathway (just to show you how complicated things can get up there!). Such a pathway likely has a high presence in the city of Carmel, Indiana.
Also, it's interesting to note that most pathways only deal with one neurotransmitter (or sometimes, if you're lucky, two). So you might hear me referring to "serotonergic" (involving serotonin), dopaminergic, norepinephrinergic, cholinergic, etc. types of pathways.
Going back to the image above -- See those red circles in that image around the points where arrows meet? These junctions are known as synapses, and synapses are perhaps the most frequent target of CNS medications. They're an excellent place to modify the function of your brain's chemistry, and we're going to find out why.