I suggest you look at Cymbalta as a possible med for you. Like you, Lithium was once suggested to me (an obvious misdiagnosis); and I have been through countless anti-depressant medications and those prescribed for anxiety as well. None of them worked with the exception of only these two, Cymbalta and the Klonopin.
Cymbalta changed my life. I no longer take it, as I focused on healthy lifestyle in conjunction and no longer feel depressed. For anxiety, Klonopin (generic name: Clonazapam) has worked very well for me also.
I'd want to try Cymbalta first; especially given the fact that Lithium is somewhat hardcore, and the careful monitoring that is absolutely necessary can feel quite tedious indeed!
"Trust in the LORD with all your heart and lean not on your own understanding;"
"in all your ways acknowledge Him, and He will make your paths straight."
"Do not be wise in your own eyes; fear the LORD and shun evil."
"This will bring health to your body and nourishment to your bones."