Definitely see a psychiatrist. These are the most sophisticated medications we have in medicine and GPs just don't have the experience & training. Most psychiatrists avoid xanax at all costs because it can be habit forming.
In addition, the best treatment for depression and anxiety is a combination of meds and psychotherapy. These days usually psychiatrists do the meds and other clinicians (psychologists, social workers, etc) do the therapy. Therapy is proven to work by studies using brain scans.
I also recommend learning some formal relaxation therapy (yoga, tai chi, meditation,etc). All these treatments are proven by studies using sophisticated brain scans to calm down the brain.
Here are some self-help book ideas too: 1) The Seven Spiritual Laws of Success by Deepak Chopra, 2) The Depression Workbook: A Guide for Living with Depression and Manic Depression, Second Edition by Mary Ellen Copeland and Matthew McKay 3) The Feeling Good Handbook by David D. Burns; 4) The Relaxation & Stress Reduction Workbook (New Harbinger Self-Help Workbook) by XXXXX XXXXX;
Good luck & take care. Let me know if you need more info.
Start with your GP and see if he knows either a good therapist and psychiatrist...you could start both processes simultaneously. Talk with family & friends to see if they know anybody. If finances are tight you might wanna start by getting a list of your insurance company's "preferred providers." If you have no insurance, most communities have a local community mental health clinic that can provide both services for free or very low cost based on your income.
Don't apologize for the questions...you should be asking them!! Once you find both clinicians, sign releases so they can stay in contact with each other. The therapist and psychiatrist need to be on the same page.
It never hurts to start with the EAP...keep in mind if you're not sure you like the therapist after the 1st session...it can take a few sessions sometimes to make sure you feel the therapist is a good fit for you.
That's perfectly fine...usually psychiatrists know therapists they like & trust.
Here's another thought....most people these days don't have many options for different therapists...you could meet with the EAP one...then see who the psych doc refers you to...and then decide who you feels like the best fit....