It really depends what type of anxiety you are experiencing.

The benzodiazepines (Ativan, Xanax, Klonopin, etc) are quick acting tranquilizers that help best with acute anxiety such as panick and anxiety attacks.

At some point over the years I have taken all 3 drugs I mentioned above... right now I take Klonopin... I have found all of them useful for my acute anxiety episodes, but none really helpful for my pervasive generalized anxiety.

The other downfall is that these types of medications are addictive, so you have to be really careful.

Many antidepressants such as Celexa, Lexapro, Cymbalta, etc. also have anti-anxiety properties, but they usually take a pretty long time to reach the point in which they are actually helping your anxiety. Normally the depression will disspiate first, the anxiety later. How long have you been on Celexa?