They didn't work for me as some of the side effects are insomnia, nightmares and vivid dreams - the symptoms that I'd been prescribed them for!
I found that the reassurance and relaxation techniques taught to me during my counselling addressed my anxiety better than the medication, although my anxiety is related to a specific incident, rather than a 'general' anxiousness. The Mental Health Foundation do some good podcasts, although you should check with your G.P. or counsellor first before using them (or that may just have been in my case, because of the type of counselling).
Having said that sometimes there are nights when the herbal tea, swishy music etc don't work and I'm wide awake till the early hours :(
Unfortunately, it is something that takes time to resolve and I hope you get your treatmentsorted out sooner rather than later.