I've done both benzos alone and the benzo/SSRI combination. I'm not a fan of doctors who have a blanket "no benzos" policy, and not just because I like and take benzos but because I think such a policy doesn't take into consideration the individual patient's needs and therefore doesn't serve the patient well. I get that doctors want to cover their butts, but having a blanket policy like that means eliminating an entire class of medications from consideration when they are very helpful for many and many don't abuse them. It's like a doctor having a "no narcotic painkiller" policy saying, 'Sorry, I know you're in excruciating pain from those accidents/from the injuries you sustained while serving overseas/from that surgery, but I don't give out painkillers. Try some Advil or Aleve.' While benzos may be 'drugs of potential abuse' a good doctor will be monitoring your condition and how often you're seeking out refills anyway.

I've taken SSRIs in the past and while I didn't have bad experiences with them they weren't enough to help me adequately manage my anxiety; benzos have been much more effective for me on that front (I'd also suggest trying other anxiety management strategies in addition to whatever medication you use, benzo or not, like CBT, meditation, exercise, etc.). I'm not opposed to trying another AD in the future, but if I do it will be in conjunction with a benzo on an "as needed" basis.

That's another thing - when you start an SSRI it can take several weeks to kick in and some actually experience increased anxiety initially. Even if a doctor is opposed to prescribing benzos longterm, s/he usually will prescribe a small amount to help you get through the first few weeks until the SSRI kicks in and/or until you follow up and determine whether you need to go a different route.

I don't think trying an SSRI is a bad thing, but the fact that your doctor has a blanket 'no benzo' policy makes me wary because you may be someone who, at least initially, benefits greatly from taking a benzo. I would consider getting a second opinion. Let the doctor know the exact nature of your symptoms (feeling frequently anxious, having panic attacks and what that entails for you, etc.) and ask them for their thoughts. Good luck.