How do you live with anxiety without medication?

I've starting have serious anxiety issues. I've been trying natural approaches and to control my thinking. I went to a psych. who only discouraged me. He made me feel that prescription medication was my only hope. I had a panic attack the evening I left his office cause I don't want to be on medication. I feel I'm losing this battle though and that thought alone spikes my anxiety. I will continue to tough this thang out naturally and just wanted to hear how others do it.