This is tricky stuff to talk about because everyone is different, and what works for one doesn't work for another. I also have some very strong convictions regarding this, so it is important for anyone reading that they know before every word I'm about to write is implied, "for me!", or IMO, or IME.
When I got sober there weren't all that many medications available for anxiety and depression. I therefore wasn't offered any, and was given no choice but to find holistic means of overcoming my fear, panic, depression, and alcoholism. It took a while. Over a year before I felt I was really free, and although my progress was slow, it was steady. Had I been medicated I'm not sure I'd have ever gotten over what I did, and if I did, I'm certain it would have taken a lot longer. If medicine fixed me I wouldn't have searched out all the other things that I feel really benefitted my existence. I would have been more lax about AA, and doing anything AA suggested. Might not have even gone. I might not have gotten involved in other groups, because without medication, I really needed to. I probably would have never started exercising, looking into how food effects me, read books on positive thinking, learned breathing and meditation exercises... and the list goes on and on and on. I have some friends who had similar stories to mine, and they went the medication route. Some of them never got over the anxiety, others did but it took a long while and not much else changed in their lives, and I do have one friend who IMO benefitted greatly from being on medication. So much so that at a few times in my sobriety, despite my convictions, I gave medication a go. I decided after several whole hearted attempts at it that it isn't the way I want to go. I still have bouts with depression from time to time, but it's manageable because of the tools I've collected over the years. I enjoy my life with all it's ups and downs, and not being medicated in early sobriety I feel contributed a lot to my ability to lead a very full and adventurous life.
Only you know what's right for you. You'll get a lot of different experiences and opinions here. All equally valid. For me I considered it an absolute last resort.