It's very important to remember that certain types of disorders, especially anxiety and anxiety-related distress and depression is often, quite frankly, not a psychological problem.
It is often, in fact, a physiological one. If you were born with your brain wired unable to produce the normal amount of seratonin needed for proper, stable attitudes then medication is often not only a good idea, it's often flat out neccessary.
Know many diabetics who can by without insulin because they feel they can tough it out, or something? It's the same thing, and realizing and understaning this is a huge benefit to sufferers of anxiety problems. The most widely prescribed medication for mild to moderate anxiety disorders are
SSRI's such as Prozac, NOT sedatives or anti-anxiety meds like benzodiazepiness/diazepam (Valium, etc.).
This is because many anxiety sufferers aren't bad off enough to need constand medication for the symptoms of panic attacks when the problem itself can be treated with SSRIs. More seratonin available for use by the nervous system means a more normal level of activity and attitude. If you body cannot make enough seratonin, then that's that. You can't coax more out, but you can make better use what you've go with meds.
Anti-anxiety meds are for true panic disorders and enviroment-related attacks (fear of flying, stage fright, severe panic syndrome, agrophobia, etc.). SSRIs are as essential to the garden varitey anxiety sufferer as insulin is to diabetics.
And for those who make the arguement that while untreated diabetes will kill you while anxiety won't, they're wrong. The timetable is just different. The body sustains stress and damage, especially in the cardiovascular system, due to increased stress, anxiety, high blood pressure, etc. It won't kill you in 24 hours, but it'll destroy your heart and aterties by the time you're 45 (and all that time will have been spent on-edge, panicky and pretty unhappy to boot).
I don't know you, but I've spent 15 years learning about this. If I can offer any other advice, let me know.