Open Question: Should I go to the other doctor?

I have been visiting the past few months, the primary care physicians. He has been for the treatment of depression and anxiety I have. He Lexapro and Buspar me. He told me to go to a psychologist also. When I was young, I was in and out of psych wards, to see doctors, physiologists, therapists and a variety of different variety of psychotropic substances. Most of them did not help. Now, I think my heart feel better, but I do not worry. I should go like my psychiatrist told me?