Okay, so you were seeing a shrink to confirm your self dx.
On the subject of psychologists, psychiatrists, mental health professionals, etc, I'm not exactly a big fan of them either! I have found them to be prima donnas, "be righters," egotists, dogmatists, etc, people who love to expound on their pet theories, people who love to hear themselves talk, etc, etc. They're not so much seeing you a real human being right in front of them, as much as they are seeing a pet theory.
Now, on the subject of depression . . . which I sometimes struggle with, but have not taken medication . . .
I have read some and one thing that surprises is that something like Zoloft might work great for some people, so-so for others, and hardly do a thing for still other people. It’s just that human biochem is subtle, complicated, different for different individuals, and no doctor can predict in advance. (And with some antidepressants, it’s also important to phase down the drug in relatively slow stages.)
Treating depression can be hit or miss (2009 article)
http://www.wrongplanet.net/postt163505.html
And since it is trial and error, neither me nor anyone else is stuck with a psychiatrist for the treatment of depression. A person can certainly stay with one if he or she feels that they are pretty good. But a person can just as well see a ‘regular’ doctor such as an internist or a family practitioner. A person tries one antidepressant, and if that doesn’t work, try a second, 3rd, 4th, 5th, and it might be the 6th one which is in sinc with your particular biochem, and that’s really all there is to it.
(Treating an anxiety disorder might be similar, or it might not. I just don’t know.)