I would suggest meeting with a psychiatrist. He/she could assess your needs and prescribe you whatever medication is necessary- family doctors are sometime reluctant to prescribe medications that have addictive potential whereas psychiatrists, after doing a thorough assessment and setting up follow-up appointments, are often more willing to prescribe whatever meds are required to minimize the symptoms.
Sometimes SSRIs (such as Zoloft, Paxil, Celexa, Prozac, etc.) are helpful for anxiety and depression as well. People frequently take one of these meds on a daily basis and then only need something like Xanax in cases of extreme panic. If this were the case, a GP might be more willing to prescribe it because it would be a smaller number of pills taken less often rather than everyday.