The xanax could also be contributing to your mood swings. It has a short half life and is often used for panic attacks because of its short duration and quick onset. It can be taken once a day, twice a day, or sometimes multiple times throughout the day. Point being, there are some ups and downs due to its short duration. It made me really irritable, moody, really only worked for a couple of hours and, for me, made my depression worse as well. Klonopin has a longer half life and a slightly different mechanism of action so there would be less ups and downs. It is generally considered better for long term use if you do decide to stay with the benzo route.
You may also want to talk to your doctor about lamictal. It's a mood stabilizer and anti-convulsant and used off-label for depression. It works differently than most meds and the people that do respond to it respond very well. It didn't work for me and made me paranoid but I am 'treatment resistant' when it comes to most meds. Generally, it has limited side effects but there is a chance of some potentially serious skin rash but it's pretty rare. Some people consider it a 'miracle drug' but like most meds it does have its downsides and side effects. If you have tried other things with no luck, it may be of some use to you. It's not an SSRI, so it may be appealing if those haven't worked for you and you enjoy having an orgasm once in a while. It's also $8 at wal-mart for a 30 day supply.
EDIT: You may also want to give a high-quality magnesium and/or fish oil supplement a go. I think most supplements are generally useless but magnesium is essential to many biochemical processes. Most soil and crops are magnesium deficient due to current commercial agricultural practices so these may also be of value to you.
