Well, this is of course very much an individual thing, but here is what works for me:
Fluoxetine - 40mg a day - has reduced my depression and helped my organisation and time keeping (without this I literally have no concept of time at all despite numerous clocks, timers, electronic organisers etc.) and has also helped with my ADHD symptoms.
Xanax as required for anxiety - I find this very helpful as it seems to work pretty quickly and also unlike some other tranquilizers, it doesn't make me really tired, so I can take it during the day with out falling asleep at my desk! Also, unlike anti-depressants, I can take this as and when I need it - I don't have to take it every day regardless of whether I feel anxious or not.
Oxazepam - I take this for very severe anxiety. It works for me, but it does make me sleepy, so not good if I am at work or have to drive etc. Again, I take this as and when required.
L-Glutathione - discovered this by accident! I started taking this as my liver does not produce as much of this as is 'normal' (I read somewhere that there is considered to be a connection between this and autism). I was just taking it to help my liver because I have always had symptoms of 'sluggish liver' ever since I was a child.
To my surprise, not only did it help my liver, but has also reduced my anxiety!
You should probably speak with a doctor before taking this though, and maybe get some appropriate tests done first.
I also avoid foods containing concentrated sugar as this significantly worsens my depression and anxiety.
Also, making sure I get as much sleep as I need helps too.