Most anti-depressants have an anti-anxiety quality to them so it is very understandable that your doctor would be considering adding one to their therapy. I have taken lexapro and had good results with it. Minimal side effects after the intial first week or so. The biggest side effect was dry mouth for me. But that was easily resolved by keeping a bottled water handy. Which is not a bad thing as most of us don't drink enough water anyway...lol. It did quit working for my depression after a few years so I did have to change meds. I have no personal experience with Celexa but a friend had to stop it due to having some severe side effects. I have heard of many people taking it and finding it to work well for them with minimal side effects so it's side effects, like all meds, is dependant upon the person taking it.
Hope that helps.