When I shared my story about living with panic disorder, I received so much positive feedback from people coping with various forms of mental illnesses. It was a wonderful feeling to be connected with others who have gone through similar trials in life.
There's something else that needs to be addressed here: Each person has to find their own way to manage anxiety. For me, a combination of cognitive behavior therapy, medication and daily meditation are the tools that help me to cope with panic disorder.
These things may not work for you. Every person is different. I choose to take medication, but that doesn't mean I'm saying that people who don't take medicine are wrong. Taking psychiatric medication may not work for everyone. To each his own.
If you feel that changing your diet helps you, then by all means do that. Some people benefit exclusively from talk therapy and choose not to take medication. Whatever works for you and helps you to be able to manage your anxiety and depression is what you should do.
There is no magic bullet. There is no miraculous solution that cures anxiety. However, there are studied therapy techniques that do help.
Do what you feel is right. If you want to take medicine, by all means see a psychiatrist and find a medication that works. Maybe you find that an intensive yoga practice and exercise helps you to keep anxiety at bay. If you want to work with a holistic doctor or naturopath, do it.
Society, let's stop telling people how to manage their mental illness and instead support them on their journeys to find their way.