Avoid the sativas, they can be bad for anxiety. I have some sleep problems, never been diagnosed with anything I just seem to be too energetic at night and don't go to bed when I should. I'm not sure if this can be diagnosed as anything, but no matter how heavy the indica is nothing seems to work for me.

One thing I do want to mention is that if you go medical, it is important to find a good co-op that really understands and knows their product. Many are run by shady people that don't have a clue if their bud is a true sativa or indica, and if you have anxiety this can be incredibly important so you might have to try a few places before you find a co-op that actually knows what they are offering.