Which treatment works the best and fastest for anxiety?

Anxiety. Combination of medications and therapy works the best. Medication, including antidepressants and benzodiazepines, may offer a faster relief from symptoms, but you will need therapy to achieve longer term sustainable results.
Benzodiazepines. When severe anxiety is present, and relief is needed quickly, the fastest and most effective treatment is a class of medicines known as the benzodiazepines. These meds are sometimes called "tranquilizers" because of their calming effect. Common brand names include Xanax (alprazolam) and ativan. These meds are controversial because they can be abused, so it is important to use them under good supervision.
Tortoise vs. Hare? Knowledge + skills > #1: a clinical psychologist can teach u how 2 manage possibly overcome! but u really do need one w/training & expertise in treatment of anxiety problems/disorders. #2: it's vital 2 understand what anxiety is, how it ticks & what specific things can help if anxiety starts interfering w/ur ability 2 function & w/ur ability 2 form/keep relationships. See http://www.Anxietybc.Org.