If your son has had no interventions I would have to actually agree with Midwestern Mom. The times my son has reacted badly to medications are rough. My son has a brain injury so other issues require him to be on medications, but even so...we always go he behavior route first...
As I said in the first post I made, really nothing has helped his anxiety-that is that he always feels anxiety-- thru the medication route. Every single medication except his Concerta (which I believe increases anxiety and crabbiness, but it is not an option for safety to stop it right now) has been chosen because it is a medication that helps people with anxiety too. Even his seizure medications. He has such severe behaviors that there was no way to work a behavior plan or teach relaxation until the medications were on board. So, medications have helped with the effects of his anxiety. When he was younger we did biofeedback (youngest patient ever and the therapy clinic was connected to his charter school so he went over during school and in class they felt it made a huge difference), light sound therapy, auditory integration therapy, Occupational Therapist (OT), we use sensory tools like swings, balls, squish vests, weighted vests, weighted blankets, etc He uses them at school every single day. He also participates in relaxation groups at school with the psychologist and Autism Spectrum Disorders (ASD) teacher (all high functioning verbal Autism and Asperger's kids) , they do deep breathing and practice pretend upsets then going to a wall to do "wall-ups" and other relaxation techniques for when they are really upset. These things along with his behavior plan and work on using words for feelings have made the biggest impact on his anxiety.
Many of the methods in the Explosive Child book are constants in our life too....we really pick and choose battles. He knows which things we are really working on (most of the time, and if outside forces dont interfere, aka administration that expects him to just pull it ALL together)...
So to say what to start with first???? Of course it is nice if they dont need medications, sometimes they just need medications to get thru a hump (if they work) so you can teach the cognitive/behavioral types of things, and sometimes they need both.... But I have never ever worked with a child who just "got better" on medications. I am sure you are not planning that alone, please dont misunderstand....and I am sure there are a couple out there who have milder symptoms who do respond well to medications only... but by the very nature of Autism Spectrum Disorders (ASD)/Aspergers, they need direct teaching to help work thru anxiety, feelings in general, and social issues.
As usual, smile, JMHO!