Benzodiazepines are some of the best anti-anxiety medications. However, many shrinks, and doctors in general, are reluctant to prescribe them. The only negative thing about the that comes to my mind about them is horrible withdrawal symptoms.
If you go to a shrink requesting an anti-anxiety medication, you will probably get an SSRI(paxil, prozac, etc.), or another uncontrolled substance. These med's may work, but people often complain about the side effects associated with these med's. Another medication a doctor may bring up, especially if you use the word anxiety, is buspar. Many people find it to be a great placebo. If you do get it, after you find out that it doesn't work, try feeding the rest of the bottle to your pet dog or something and see if it even changes it's behavior. Some people claims it does work, but I haven't seen many of those people. If you respond to an SSRI then maybe that may have some effect. One downside is that it has D2 antagonist effects. I view it as a downside.
Kava Kava and 5-htp are effective for some people. Good luck.