A great book to begin with is "Misdiagnosis and Dual Diagnoses of Gifted Children..." by Dr. James Webb.
Ooh, the psychologist strongly encouraged us to get this book, both for DS and for us. Both my husband and I were IQ tested as kids at 150+ (though this was SB, not WISC, of course). We both struggled with depression, which is not at all unusual for gifted, but I have had serious anxiety issues my whole life. She thinks maybe I could find more lasting relief if I better understood the real root of my symptoms, which she suspects may be more related to being HG than traditional anxiety. She said reading this book would help be better understand that as well as the ADHD-like whatever that DS has going on. So thanks for reminding me -- in my rush to better understand DS's scores, that suggestion had kind of gotten lost in the cluttered hallways of my mind!