Anxiety medication

Just a general question really to anyone who has had experience of medication for anxiety. I suffer from anxiety quite a lot and I eventually got the courage to go to my GP about it a few months ago, but all I was offered was antidepressants. Is this the same thing? The one I was given is supposed to be taken long term and takes a while to have an effect, but I wanted something that I could take as and when I need it, with a more immediate effect, rather than something long term. The idea of taking something that you have to "wean" yourself off sort of terrifies me! Well actually all medicine does but my anxiety is at a point where it's causing me problems. Does anyone know if there is a sort of short term, take it when you need it, anxiety medication? Then I could let my GP know the sort of thing I'm looking for.