Seeing a Psychiatrist is the best way to go -- almost all people who did not get better, in my practice, were previously treated by their regular MD and did not get the right medication or the right dose. Once seeing a psychiatrist, they do better. But also know, that the longer you don't completely treat something - the worse it gets, and the harder it is to treat.
Smoking (I assume you mean pot) will temporarily make you feel less anxious, but pot smokers do brain damage and have higher rates of lung cancer than 2 pack a day cigarette smokers.
Alcohol is a depressant and will make the anxiety go away in the short term, but (and you never know if it's drink 1 or drink 1001) it increases anxiety. Ask anyone who tried these (pot or alcohol) will say they wish they had just done the correct medication right away - because all the things they tried in the meantime made it worse and harder to treat.
Accupuncture DID make you feel better - but short term, and it didn't addressing fixing the underlying cause. Medication does.
Medication fixes your brain - it makes it work properly so you don't have anxiety. Other treatments are band-aids - temporary fixes, but meds actually fix the problem so that when you off the meds - your brain works correctly.