You actually may need to up your dose of zoloft, instead of reducing it, to get it working. I woudn't hesitate to ask for xanax, especially while you are getting the zoloft to work. I have been on it before, but I'm taking cymbalta now. I'm thinking about going back to zoloft, though. I never had weight gain with zoloft, either. I've never tried prozac, as my dr. thinks it may be too stimulating for me. I usually have taken 100-150mg of zoloft. The longer you take these kinds of meds, the better they are. Another option would be lexapro, which is really good.