Fed up with anxiety. Need advice?

I'm on 20 mgs of celexa and its not working. I am still depressed and still have anxiety attacks. I feel like I know what my body needs and hate going to the doctor each time for an eval. What would happen if I straight up told my doctor that I think I need more mgs of celexa and xanax for my attacks. They are becoming more frequent and I try not to bring them up because I am embared and don't want to come off like I'm trying to get on pills. I'd rather just stay with my family doctor and not see a psychatrist. Any advice please?