Check out the book The Mood Cure. I followed that supplement protocol (loosely, did not bother with all of the vitamins) to deal with anxiety & depression and it helped greatly.
I learned later that you should supplement 5-HTP and L-Tyrosine together at a 1:10 ratio. So a 50 mg dose of 5-HTP should be met with a 500 mg dose of L-Tyrosine. I took L-Tyrosine in the morning and 5-HTP at night, because one helped me focus and the other helped me sleep. Together, they eliminated my anxiety & depression. A good diet helped too, obviously