Therapy can be very helpful for anxiety, as far as meds versus going all natural, neither is wrong, but they both have their benefits and cons. Make a list with the benefits of doing it each way and a list of cons then see which one seems like the better deal for you at this time in your life. You can always change and go back.

What kind of therapy are you in? If you're not in CBT it may be something to consider. (Cognitive Behavioral Therapy) good luck