Therapist first, then psychiatrist. Doctors cause me a ton of anxiety, and I needed to work through that with my therapist before I could even consider going to someone to talk about medication. Once I was to that point, I wanted to talk to a p-doc, not a GP, because GP's don't have as indepth of an understanding of anxiety and the pharmaceutical options for treating it. My current GP knows I am dealing with anxiety and also that I don't want her assistance with it as I am working with my therapist and psychiatrist.