I've been on medication for depression and anxiety (I'm off it now). It sounds counter-intuitive, but the mere fact that I was on medication made me anxious and depressed! I didn't like being dependent on pills to numb the pain I felt. I hated the numerous side-effects. I hated being in a semi-daze and not being able to feel the full range of my regular emotions. I could feel that the drugs made my body and mind "not normal" and that worried and depressed me further.

While I would not advocate stopping medication when it is required (it does help, just at a high cost), I would recommend getting off the pills as soon as you can safely cope without them.

Honestly; sometimes I feel I still need them (for example: I had a bad week now, especially today), but I have decided to rather change my lifestyle and do everything I can to remove myself from my stressful environment. It will also come at a great cost to me (in this case financial), but I value my happiness and quality of life over money.