Any suggestions about Zoloft and relaxation?

I have been on Zoloft (25mg) for 3 weeks. I have felt no benefits from it (taking it for anxiety). I still feel a little dizzy and nauseous at times each day. I also feel like my anxiety/panic has increased with it. Should I stick with it for a couple more weeks are ask to be switched to another medicine, like Lexapro? I see my Doc in a few days. I am doing CBT too, but I am not sure that is doing anything. I also take Xanax at least once daily (.50mg). Anyone have some really good relaxation methods? Your thoughts are greatly appreciated. Thanks!