No matter what, evidence is good. You do not want to be an experiment of one, not knowing what experience others have had.

Here are a few reviews of what there is of evidence on some herbal remedies and dietary supplements for anxiety:
http://apt.rcpsych.org/content/13/4/312.full
http://www.medscape.com/viewarticle/568309
http://www.ncbi.nlm.nih.gov/pubmed/18281839

The NIH has a site where you can look up search herbal remedies and supplements for what evidence is known about their effects: http://www.nlm.nih.gov/medlineplus/d.../herb_All.html

Arm yourself with knowledge.