"I live in San Diego and I am wondering the cost of everything needed to vape medical cannabis? What is the cost range of the vape pen and the medical cannabis to use for vaping? Also, I would like a good recommendation for the vapor type of medical cannabis that helps with anxiety and stress and gives a LITTLE of a high/relaxed feeling immediately? "
I would suggest you start with a low cost vape pen (around $40 or so) with a resin cartridge of your choice. This would be a low cost way to experience vaping and see if its right for you. Also, there are many strains you can get for the resin contents, which means you could experiment with different combinations of CBD / THC and others to find the right fit for your headaches and anxiety.
Here is a disposable model for $35
W-Vapes also makes the rechargeable models which are awesome.
Once you have narrowed your choices to strains, and psychoactive combinations, if you choose you might invest in one of the higher priced vaping outfits like a Firefly, Pax or other. These are hundreds of dollars, but can provide for superior taste and other benefits.
You also might try a good tincture, or edible which could also be helpful for the anxiety and headache conditions you describe.