I'm still wondering what route to go down with treating my anxiety. I would love to start therapy right now but being in a country where my knowledge of the language is average at best - I'm not sure I could adequately express my feelings and get the help I need. Ironically that last sentence pretty much summed up why my anxiety came back so strong when I moved here.
As someone who has suffered from generalized anxiety disorder (as well as panic disorder, severe social anxiety and obsessive-compulsive disorder, but I don't have any diagnosis anymore) for many years, I have some hints.
Psychotherapy can be great, even for persons not suffering from anything. But it is of utmost importance that the personal chemistry between you and the therapist works. I wasted 3 years of psychotherapy because of a totally useless therapist. I should have changed to another therapist, now afterwards I regret not doing it.
Also, meditation is great for anxiety. The psychiatrist I attend nowadays (she's the best one I've ever had) recommended mindfulness for me. You can read about it here
http://en.wikipedia.org/wiki/Mindfulness_(psychology). Mindfulness is a combination of western style self-therapy and eastern meditation. It's not only suited for depression, it's great for anxiety, panic disorder etc too. I have found it to be very useful. It's not so hard either, although it takes time to "learn" meditation (it's a neverending process, you always learn more). There's a great introductory book for mindfulness: The Mindful Way Through Depression (
http://www.amazon.com/Mindful-Way-through-Depression-Unhappiness/dp/1593851286). You can get the book pretty anywhere I think. It includes an introductory 6 week program where you learn the basics of meditation and mindfulness. It comes with an audio CD which guides you through the program and is very useful in the beginning. After the 6 week program, you can choose how you want to continue with meditation. There are different sorts of them and I get out more from some than others. Especially meditation focusing on breathing has been helpful for me, but you can even meditate when walking. It may be that mindfulness is not your thing, but you have nothing to lose by trying it. It's a quite new approach to life and to try and change the attitude to accept anxiety and negative feelings instead of trying to force them away (this way you make your mind free to get rid of anxiety, you can not force it away) has been the most challenging part for me. I still fall victim to copious amount of benzos if my anxiety is strong.
Have you used or using any medication for anxiety? I've used 20+ different medicines in the last 7 years, everything from SSRI's to antipsychotics to beta blockers to benzos...When you go down that way, it's hard to get rid of the meds. That's why I always recommend for anyone who hasn't used meds to not start using them if there are other possibilities. They do help, but they only relieve the symptoms, not the cause. It's like you won't fix a broken leg by eating painkillers. And you easily gets stuck on them, for various reasons.
Anyway never lose faith regarding mental problems. I have overcome periods in my life that I've never thought I'd survive. E.g. in 2005 I was on sick leave for almost a year from school (I got compensation from the state to be able to have a flat and have money for food and medicine) on my doctors order. I couldn't attend school, I got panic attacks at lectures, at some point I couldn't barely go to the shop to buy food because of the panic attacks. But after years of medication, therapy (although mostly useless) and meditation I have overcome many of my problems. The worst one still is social phobia; meetings, seminars etc. can trigger extremely strong fear and anxiety and I usually take tons of benzos before them. But otherwise I now live a quite normal life.
I guess this post could have fitted in the healthy living or philosophical subforums but I just wanted to give you some hints and to remind you that mental problems can be overcome.