I'm all for marijuana use to be legal for adults. A joint contains more carcinogens than a cigarette, but THC itself has been found to have virtually no adverse effects when used moderately. Vaporize the weed and you're good to go.
However, not to be mean, but you sound a little pathetic. You don't need marijuana to be happy or to treat anxiety/depression.
Anxious? Get more sleep, or perhaps less if you're sleeping more than about eight hours per day. You'd be surprised how a good night's sleep can affect your emotions during the day. Ensure that you're waking up at the end of a sleep cycle. The five sleep cycles last about 90 minutes.
Or perhaps try something else if sleep doesn't work. I take a perfectly legal and virtually harmless supplement of Kava Kava for mild euphoria when I'm anxious or unhappy. Perhaps try phenibut, or, hell, take a multivitamin.
I don't care if you smoke weed, but don't act like weed is the only way to be satisfied with life.