IMHO if you have severe anxiety or clinical depression you should see a doctor. If you are severely depressed please see a doctor or a therapist ASAP and do not even bother going to the store unless it is to buy delicious candy.
There are some herbal remedies with marginal effectiveness. Some help to augment medications and some may even work on their own. None are adequate substitutes for professional help. I would not rule them out, but in the case of severe anxiety or depression I think this is something to coordinate with a doctor or therapist. Personally I have run the gamut of herbs and supplements and none come close to the effectiveness of Rx drugs for me.
St John's Wort contains hypericum, which is basically a reverisible MAOI. So you've already taken a drug. RIMAs generally don't work as well as regular MAOIs, so this doesn't surprise me. (I've tried St John's Wort too, and it didn't do anything for me either.) Anything used to treat an illness is a drug, whether it's available by prescription or not. The difference is that one comes from a lab in Indiana and the other comes from... a lab in Indiana. One is submitted to the FDA to be sure it doesn't cause tumors in mice and the other isn't. :stu