I'll take the opposite tack from Linners'.
I've had prescriptions for xanax in the past and it was part of the reason why I went back to drinking. It sure felt good to blot out emotions with my little pill.
When I stopped drinking this last time I decided I wasn't going to take anything for the depression or anxiety. Or compulsions, lack of sleep, or ruminating or or or. There are always side-effects. I found other ways to deal with early sobriety. It was difficult, but I'm glad I did it that way. "Hard" taught me how to cope for the rest of my life using tools other than pills. My doctor is a "medical" doctor and has always (over) prescribed pills. That's what they went to school to learn to do.
I was perfectly formed. We are all a little off in one way or another and I had to learn to live with myself. I didn't want some person who saw me for 30 minutes a year to decide I was not right. Sure I had some depression. Who wouldn't after years of alcohol and stuffing my feelings?
I survived. Never again on the pills. It's all okay now. Perfect sleep, perfect weight, no anxiety to speak of, and no pills. It took some time, though - and work.