I had a neurologist who diagnosed me with just anxiety when, in reality, I was suffering from Meniere's disease - an inner ear disorder. I was experiencing anxiety, too, but it was a result of the Meniere,s, not the primary problem. As a result, I was treated improperly (anti-depressants aggravated my inner ear problem), and treatment was delayed for the Meniere's.
This particular doctor didn't LISTEN to me, and as a result, I was misdiagnosed. I finally made my way to an ENT at a large university hospital who treated me for both the anxiety and the root cause, the Meniere's. Having a correct diagnosis not only got me proper treatment, but just knowing what was wrong, having someone actually listen to me, and getting a diagnosis that explained my symptoms really helped me cope with all of it.
I had to go through several doctors until I found this one, but it was definitely worth it. If you feel that your diagnosis is incorrect, and if this doc didn't listen to you (it is your body, after all), I would encourage you to keep trying. It's frustrating, time consuming and expensive, but worth it in my opinion.
To answer your question, if it's a doctor I trust, and the diagnosis doesn't seem quite right but isn't totally off the mark, I may try it intitially and see if it helps. My primary doc has told me a few times, I'm not sure what it is, but we can try this first (before expensive tests) & see if it helps. On the other hand, if I'm seeing a new specialist, and his diagnosis is way off base, I fire him immediately and seek treatment elsewhere, especially if he doesn't listen to me or patronizes me.
Good luck with your decision.