You can also get blood tests to check for deficiencies in vitamins/minerals. It can cause anxiety and depression
Vitamin D 25 OH test
Magnesium RBC
Serum B12
HotoTC levels
MMA
Homocystein
Before you turned to meds, did you try therapy? These meds are no picnic, so it's best to try and solve your problem without meds if you can. A good psychologist who specializes in the treatment of anxiety is the place to start, and if the therapist thinks you need medication he or she will tell you. A regular doc isn't the best person to do this with -- if you do decide medication is necessary, a psychiatrist would be a better choice. As for side effects, they come before any effects. It will take 4-6 weeks most likely to see if the med works for you, but side effects start immediately. But remember -- a doctor can only give you meds for this -- he knows very little about mental disorders. But what he can do is make sure there isn't any physiological reason for your anxiety, such as thyroid or other hormonal problems, food allergies, blood sugar problems, etc.
There are several drugs of varying doses that can help you with anxiety. Get with your doctor for other options, if you are having troublesome side effects with the one you are taking now.