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The first step is probably to go to your GP. He'll either accept "I'm feeling anxious" at face value or administer a quick test called the GAD-7, which is a short questionnaire to assess your level of anxiety.
If you're diagnosed as suffering from moderate or severe generalised anxiety, you'll probably be offered a choice of SSRI medication and/or Cognitive Behavioural Therapy. If you're diagnosed as suffering from mild anxiety or context-specific anxiety, you might be offered a beta-blocker (usually propranolol) or guided self-help. You're perfectly within your rights to ask specifically for any of these treatments if you have a preference. Your doctor can refuse if they think it's inappropriate, but you have the right to a second opinion.
SSRIs are a class of drugs commonly used to treat depression and anxiety. We don't really know why they work (aside from some vague hand-waving about serotonin levels), but they seem to be among the most effective treatments form moderate to severe anxiety and depression.
Sertraline is the default SSRI because it's the cheapest and works about as well as anything else. The evidence suggests that escitalopram is the most effective SSRI for the treatment of anxiety followed by citalopram, but we're not particularly sure. You might find that the first SSRI you try works for you, or you might need to try a few until you find one that works. The most common side-effects of SSRIs are sexual - your libido might reduce, you might find it more difficult to get an erection or take longer to reach orgasm.
If you're under 30, SSRIs are associated with a slight increase in the risk of suicide. If you're feeling depressed or you have ever tried to deliberately harm yourself, you need to tell your doctor so that they can keep a close eye on you. If you've been taking SSRIs for a while and suddenly stop, you might get some withdrawal symptoms, so you should be gradually tapered off through a succession of lower doses when you decide to stop taking them.
Cognitive behavioural therapy works by teaching you techniques to challenge the negative thoughts and beliefs that cause you to feel anxious. It works about as well as SSRIs; both together work better than either alone. If you're referred for CBT, it'll usually be through a programme called Improving Access to Psychological Therapies (IAPT).
You'll typically get about six half-hour sessions with a therapist, either one-to-one or in a group. Some IAPT services also offer psychoeducation, which usually consists of a series of talks and workshops teaching you techniques for managing your symptoms. Waiting times vary wildly across the country, from just a few weeks in some areas to over a year in others. If you can afford it, you can pay for therapy privately and get seen pretty much immediately. Anxiety UK offer therapy on a sliding-scale fee structure for their members, which is probably the most affordable private option.
Beta-blockers like propranolol inhibit the activity of adrenaline, so they reduce the physical symptoms of anxiety like shakiness, sweatiness and a racing heartbeat. They can work well if you're only anxious in certain situations and are determined to do those things anyway; they're widely used by musicians and actors who suffer from stage fright. They're less useful if you feel a low level of anxiety all the time, or you tend to avoid things because the thought of doing them makes you anxious. They're generally very safe.
Guided self-help can include things like books or online CBT courses. It can be almost as effective as face-to-face therapy. Most libraries have a Books on Prescription section of self-help books that have been vetted by the NHS. Your doctor may be able to give you a login code for an online CBT course; alternatively, you can try Living Life to the Full for free.
Some people find mindfulness meditation to be very helpful when dealing with anxiety. There's some evidence to support that, but it's not as strong as the evidence on SSRI drugs or CBT. It's probably worth a go; this lecture is a fairly good introduction and includes a short guided meditation. There are a variety of books available on the topic, of which I'd recommend Mindfulness: A Practical Guide to Finding Peace in a Frantic World by Dr Mark Williams and Dr Danny Penman.
Most importantly, if the first thing you try doesn't seem to help, try something else. Most of these treatments have a success rate of about 50%, so don't get disheartened if you try something and it doesn't work. If you keep trying different things, your odds of finding a successful treatment keep increasing. Any one of these treatments might be the solution to your anxiety, but you won't know until you try it.