Be careful. Anxiety is a common side effect only at the beginning of SSRI treatment. Once serotonin receptors down-regulate to accommodate the new levels of extra-cellular serotonin, steady-state is reached and the anxiety usually abates.

Unfortunately, this causes many patients to abandon treatment before the the therapeutic value is apparent. This is one of the biggest obstacles in treating depression.

Of course, there are always exceptions. However, most of the time you will find that those who complain about SSRIs inducing anxiety did not actually wait long enough for the effects to become apparent.

Also, your suggestion that Prozac is one of the more mild SSRIs is completely backwards. Prozac is one of the earliest SSRIs and has a rather broad spectrum of receptor affinities. Newer SSRIs are more selective and have better side-effect profiles. Escitalopram is the gold standard here.