Disclaimer: I am not a Doctor. This is my understanding of medication and its use for anxiety and depression based off of what was taught to me by my psychopathology professor who is a psychiatrist. Changes to medication should only be made with consultation with a medical professional. This is only intended to provide some basic information about how medication can help manage stress.
The medication most frequently prescribed for anxiety and depression is in a category called SSRI's. These medications are intended for longer term use, are used daily, and have fewer side effects than other types of medication. Mental health problems can be biologically based and medication may be necessary to reduce negative thought patterns.
Medication levels for depression are usually lower than for those with anxiety. Those with OCD require dosages of SSRI's which are above the recommended doses for these medications.
Benzodiazepines are a class of medication that is used as needed for anxiety and depression. My professor said that he does not recommend using this class of medications on their own because of drawbacks associated with them. They are habit forming, there is a reduction in effectiveness over time, and they can have significant withdrawal symptoms. My professor said that these are not intended for long term use and he becomes concerned when they are proscribed for long term use.
Discuss concerns about medication with your doctor (or psychiatrist) and do not make changes without consulting with a doctor.