Answers :I answered your other question, but forgot to mention that on very similar drugs - a couple different ssri's and 2 ssni's, cymbalta and pristiq (which the latter is basically effexor's first active metabolite, a "me too" drug) I got panic attacks from the medications. I don't get panic attacks normally, although I do have significant anxiety.
I also got horrible nightmares. I get nightmares quite a bit anyway, since I have PTSD from sexual abuse, but these antidepressant nightmares were violent stuff - decapitations and people shot in the head, people's arms being sawed off while they were alive, so disturbing I was upset about these dreams the rest of the day, then would have more, every single night.
I also got the sexual side effects like I mentioned in the previous answer - you just basically have to give up your sex life, or just pleasure your spouse and there is nothing there for you - can't feel pleasure. A guy can't participate in sex at all, in most cases, if you get my drift (after all, guys can't fake it).
Some of these newer drugs only come in capsules. Because the little particles inside the capsules are caustic, you can't take a half dose if you decide to go off the medication later, so you are basically forced to cold turkey off the medication, which the older antidepressants came in pill form or could be mixed into OJ so the doses could be split. when you cold turkey off a med, the withdrawal can be horrible, really horrible for some people (google antidepressants withdrawal). the drugs with shorter half-lives tend to be worse this way.
anyway, I wasn't kidding that I've been thru the mill with meds. It's not just me - vivid dreams are a common side effect, at least 10% of people get them, at least 70% of people get sexual side effects (don't believe the drug companies! they have lowballed that estimate for YEARS - used to say only 5% when they admitted it at all). I didn't get withdrawal too bad, I don't think (I'm so unstable anyhow, how would I know? And I was worse on the drugs) but many people tell horrible stories about drug withdrawal. I don't know how common that is, but there is one heck of a backlash going on against these drugs, so I think it's common.
I think there are no medication fixes for anxiety or depression for most people. I think therapy is the way to go. I will add that my county uses the Lucinda Bassett program for anxiety classes for people with severe mental illnesses, and they have had good results. It may be pricey, though. But you learn skills that you will use for a lifetime.
I hope you get some relief soon! Lexapro works well for many patients. It's one of the faster onset meds, but it still takes 2-3 weeks to kick in.
Unfortunately, not all meds work for all patients. If it doesn't, talk to your doctor. He/she can help you find one that will work for you.
Having said that, seeing a therapist as well is a good idea. Ask for a referral. 