Do you have any experience with anti-anxiety medicine for your dog?

My dog, who was rescued about 8 months ago, is a bit of a nutcase (and I love her). She goes through life being very scared of so many different things, and the boy and I feel bad for her and are thinking about putting her on meds to help her relax and enjoy life more.
What are our options? What are the side effects? How much should we expect it to cost?
Of course I know the vet is the person I need to ask about this, but it’s expensive and we would rather have some info going in.
Anyone have any experience they can share?