i am switching jobs in the next month and will have a three month waiting period before my new coverage will begin. I currently see a psychiatrist monthly and take cymbalta and wellbutrin for anxiety. I am also on blood pressure medication.

i am less worried about doctor's visits as prescription costs. I earn too much to qualify for indigent prescription help plans.

bcbs turned me down for coverage due to my anxiety treatments.

any ideas about where i can look next?

Does your current employer employ more than 20 employee's(Ft /Pt)?
If "yes" elect Federal COBRA. You keep your current coverage and pay your former employer 102% of the premium.
Your state might have an add'l COBRA law allowing continuation for employers of less than 20.