Headaches is a common side effect with lamictal; I don't know about panic attacks though (I feel for you btw, panic attacks are horrible). Lamictal should take care of some of your depression, but it does nothing for your mania; it only works on depression.

I've been on Lamictal for two months, and after only two weeks I had significantly improved - I went from being a suicidal and paranoid mess to being well.. almost normal! I'm also extremely tired though, I know some others who have had the same reaction to Lamictal - I have pretty much zero energy these days. My doctor couldn't help me with that, so I'm popping herbal suppliments but it doesn't seem to be helping.

But those things vary from person to person, and you will have to endure 2-6 months of upping the dosage, and then you can see if it's at all helping you.
You should have a doctors appointment again pretty soon if you've just started, talk to him/her about the things you've experienced. If the medication isn't helping you, then there's no reason to continue taking it - but talk to your doctor about that. Finding the right medication takes ages.