What makes a natural/herbal supplement better than another??

I've been suffering from anxiety on and off since my late teens. It got really bad since going back to school at night while working full time. I am going out of my mind.... I want to try taking some natural supplements or herbs (I don't want to get on any prescriptions). And have been doing some research, but I am not even sure where to begin... there are a lot out there.

What are the typical questions to ask when trying one? Is there anything to watch out for, or something that makes one better than the other?

It just seems there are a options, and I would like to get the best one. Any help is much appreciated.

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