ok first off, don't focus on trouble sleeping too much then he'll just want to give you a sleeping pill...which begs the question is a doctor or a shrink? doctor's are really more apt to give sleeping pills while shrinks might give xanax or ativan. i'll try to answer this the best i can with out knowing which it is. BE VERY CAREFUL of metioning your depression because a shrink would know that benzos (what you're looking to get) aren't for people with depressive disorders because it causes depression. BUT if it's a shrink he'll probably want to tackle the depression with an SSRI (prozac, paxil, zoloft etc) or perhaps a tricyclide (pamelor, imipramine, etc) it depends on how old fashioned he is , the older shrinks might go with the tricyclides because they were the first developed (besides MAOIs) but anyway, most likely it would be an SSRI , which initially cause anxiety (although they fight it but for the first 2 to 3 weeks it's a side effect) so therefore he'll give you a low dose of a benzo , either ativan or klonopin .5 milligrams. xanax are more addictive/abusive because of the really short half-life so if it's a smart shrink he won't prescribe it (believe it or not there are a lot of dumb ones out there)
so, i'd say if it's a shrink and you're looking for something for your depression but you've been to one before and they gave you prozac and it made you really anxious, that way he'll give you a benzo with it (trust me if he gives you ativan(lorazepam) it will do just fine)
if it's a shrink and you don't want something for depression just say your anxious and shaky a lot and the fact that you can't relax at night time is causing you to lose sleep...again be sure not to mention depression or OCD because benzos bring on both.
if it's a doctor , say your really anxious and it effects your work at your job or school because your so shaky. and you can't relax at night time to sleep and you have to wake up early for job/school.
i hope that helped a little.