Anxiety aren't really a joke. You should ask about them somewhere where people actually give a shit.
It could be adrenal stress overload. They could come from any number of things. Get some lab work done, get an EKG, talk to the doc. They can come on at anytime and at anyplace.
The thoughts you have during an anxiety attack can easily dictate it's outcome and longevity. Some people deal with anxiety on a low level all the time. Others just have an occasional "big one"
The more you convince yourself something is wrong, the worse they get.
Sometimes learning stress management and maybe a little Xanax can get you through a tough time. Some of the symptoms for depression are the same for anxiety. You may have to back up, regroup, and analyze the situation for a time. If you had a choice between anxiety and depression, anxiety would be like a cake-walk. Depression is a tough one to kick. Usually the folks that get it (or have it) deal with it for the rest of their lives. The SSRI's can really suck and can have some shitty side effects. The help of a good doc or counselor, or even a friend who has been there before, can really help.
There could also be some underlying serious medical conditions or reaction to something you are taking (or coming off of)-- take it seriously, get some help, and get some peace of mind.
Good luck.
Dr. Dyslexic.