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RedBaron - clonidine is a prescription med and I would honestly recommend going to an actual doctor to get the prescription because of the fact that is such a low dose. It works as soon as you take it, it doesn't need to build up in your system. It is an alpha-2 adrenergic antagonist. Basically it interrupts the adrenaline release in your body which is why it works for panic attacks and anxiety - panic and anxiety are believed to be related to the flight or fight response. It blocks that activity.
As for Lexapro versus Celexa - it seems to be that one works for one person and the other doesn't. For me Celexa made me tired and Lexapro sped me up. I've known people that can't tolerate one, the other, or both. My body tends to really hate anything that messes with serotonin. Celexa upset my stomach for the first few weeks I took it and Lexapro I got dizzy and threw up every time I took it, even at 5mg instead of the regular 10mg dose. I could not tolerate Paxil or Zoloft at all.
Also, you may want to read this about SSRIs:
Why Antidepressants Are No Better Than Placebos - The Daily Beast