As you are taking medicines for insomnia depression etc., it can not be on your own. You must have consulted some psychiatrist who is the appropriate person for checking mind problems. You have to consult him before going for any tests. People usually go for whole body preventive check up which includes physical examination by a physician and major pathological tests such as blood counts, kidney function tests, lipid profile, liver function tests, urine routine   E. C. G. XRay chest etc., which can be done at any major hospital after consulting a physician who can advise some more tests as per need.