Medications affect different people in different ways. Some might cause more side effects than others. Here are some links you can check out to read about different medications, their dosages, side effects and drug interactions. You can read about many of the medications prescribed for anxiety and depression here. Here are some of the medications prescribed for depression on a regular basis.
Hope this gives you some information that will help you ask all the right questions of your doctor when you discuss medications. While online sites are great places to get information, they can not take the place of your doctor's sound medical advice.
Take care and stay in touch!
Personally, Lexapro is the best one. Not toooo very strong, but you have to take it for a few weeks for it to work good.