Personally, I am not a fan of EITHER of those meds
for the treatment of anxiety.
Zyprexa is an anti-psychotic and can be used as an adjunct treatment (along with an antidepressant) in treatment of depression and anxiety that hasn't responded well to just an antidepressant. Again, just in my humble opinion, I think there are better options out there, especially to START with.
Have you tried any other medication? Therapy? How long have you had anxiety issues?