Hey pbjmom, I would ask to try Prozac. I was on prozac and it worked wonders!!
I was on it for about a year, 10mg. low dose. Not for menopause symptons,at the time, but for an alcohol addiction(which is depressant) and prozac really helped me tremendously. I never tried zoloft but I know someone who has and had bad side affects as well. Major weight gain and who needs that on top of all the menopause symptons! As for the xanax I was on that as well. IT works great for anxiety. Just be careful it's addiciting. YOu can try Buspar which is non-addicitng but honestly doesn't work as well as xanax.
My doctor has me on an estrogren patch..which has made a HUGE difference in my hot flashes
and my fatigue
but I 'm also thinking of going back on an AD every little thing helps