So, tried Wellbutrin first as it was prescribed by my General Doctor. Made me feel too tense and I don't know why this was chosen for Anxiety as I hear it's an anti-depressant.
You need to get a better doctor. Wellbutrin is the most stimulating antidepressant by a considerable margin, far to stimulating for those with anxiety.
Got off that and tried Zoloft for a few days but nausea was too much for me so went off of it.
All the antidepressants may produce a range of side-effects initially, including nausea. The best way of getting past them is to start on a low dose and ramping it up by small increments every week or two until you get to the target dose. Most find starting Zoloft at 25mg/day is tolerable, some may need to go down to 12.5mg.
After this I went back and saw my regular General Doctor and he suggested anafranil to help out with OCD issues I might have. Took it one night and had horrible side effects, fever, chills, nausea and almost couldn't go to work the next day.
This is unusual as the tricyclics antidepressants typically produce fewer initial side-effects than SSRIs and SNRIs. They also come in tiny dose tables relative to their therapeutic dose range which makes starting them much easier. What starting dose were you prescribed?
Effexor might be next on the list
It would be at the bottom of mine. It has no real advantage over the SSRIs for anxiety (though it does for depression) and can be hard to discontinue, for some much harder than the benzodiazepines, yet most benzophobic doctors will happily prescribe it. Go figure.
but I may do Lexapro
Yes, it is worth a try. Taking trazodone as an antidepressant instead of a sleeping pill is another possibility. It is a pretty good antidepressant once you get past the sedation which diminishes at higher doses, and often produces far fewer side-effects than the SSRIs, SNRIs and TCAs.