From the description you've given, which doesn't give much to go on, it sounds like you have some, but not all, of the same problems I do (in my case stress-related anxiety and clinical depression, compounding mild comorbid Asperger's and dyspraxia).

What I'd recommend in this case is that you access cognitive behavioural therapy. It's the only psychiatric intervention that has been actually shown to have any long-term effects (short of dumping people full of antipsychotic drugs, which have far too many bad side-effects for me to ever recommend them). It's also very close to applied rationality, so it might fit your worldview and be more acceptable to you than other treatments would. From my own personal experience with it, it's not a panacea, but it is useful.

If you're in the US and poor, and thus can't access medical help, I would suggest learning some of the techniques from Zen Buddhism. I don't have much experience of this myself, but several friends who I trust have told me that the meditation techniques in Zen are very similar to a less-formalised version of CBT, and in some cases have helped them more. The podcasts at zencast.org have been very helpful to several people I know with problems like that.

Also, I am NOT a doctor and this is NOT meant to be medical advice that you should take without consulting one, and I am NOT accepting liability for anything you do, but I have seen suggestions that taking large doses of niacin -- large enough to cause flushing -- can help get rid of mild paranoia, anxiety and depression. My own experiences tend to bear this out, but it could well be a placebo effect.

And finally, this is DEFINITELY NOT IN ANY WAY A RECOMMENDATION, but there are several studies that suggest that the prescription-only drug ketamine, which is not licensed for this purpose, can provide long-term relief from depression and can also aid cognitive functioning. If you have a doctor who is willing to prescribe off-label, it may be worth discussing that with her, although it is very unlikely you'd get the prescription as ketamine is widely used as a recreational drug. I have no experience of it myself, unlike the other things I've mentioned here, so can't speak directly for its efficacy.