I think it depends on what kind of response you're seeing. If you are seeing some response to the drug within 2-3 months, then it might be worth staying with it a while longer. There is a difference between responding to a drug, experiencing a substantial remission of symptoms, and recovering from an episode of depression/anxiety. As an example, some studies of depression suggest that even with the combination of medication and therapy, it takes most people anywhere from 1.5 years to 3+ years to fully recover, where "recovery" is defined as 4 months of full remission of symptoms.