i've battled a pretty severe anxiety problem for YEARS and been prescribed every medication under the sun. Some I tried, some I didn't. I have an entire draw full of 2-week sample packs of every anti-anxiety/depression medicine to come out in the last 2-3 years.
I found that ssri's (paxil, celexa etc) take away my drive. I feel like i'm castrated while i'm on them. Found it very hard to focus and/or train. I'd try a drug for two months (waste two months of my life being miserable!!) and then i'd go back and she would hand me another prescription and tell me "lets give this a couple month to see if it works!!! Fuck that approach. I want instant results. I don't want to piss away a year of my life trying the latest and greatest bs meds to find out that none of them did a fucking thing to help me and i'm right back where I started.
So I changed Dr's. My new Dr (a guy this time) looked over my medical record, history of the drugs i'd tried to treat this condition (all to no avail). He asked me about my social life, what I did for work, my childhood. Then he gave me a 4-page personality-profile type of document. I filled out answers to 50 questions and he went over them. He told me that he wanted me to try a different type of medicine and see me back in a week. I agreed. The new medicine was adderall. It worked great. Within two days I felt 90% better. I went back to the Dr. a week later and he diagnosed me with adhd (or add, same thing). This was about a year ago and since then I have remained between 10-20mgs/day and I feel a lot better than I used to.
Basically I had ADD and my previous dr had been misdiagnosing me with depression/anxiety for almost an entire year!!
Keep that in mind in case you fit that mold.