I have a Xanax prescription. It really helps me for certain things. I hardly ever take it though, maybe one every two weeks or so. Sometimes, psychologically, it's enough just to know I have one in my pocket, and I end up not even taking it. My Dr. actually told me I don't go through my prescription fast enough for my level of anxiety.
I take it mainly for meetings/presentations at work. It helps me speak slower and organize my thoughts, instead of being nervous and all over the place. One thing that is great about the drug is it is very fast acting. If I'm stressed in a meeting, I put one under my tongue and a few mins later, everything is cool.
But, like others have said, therapy, proper sleep, exercise, etc. are all key components of controlling anxiety.
With the number of idiots abusing Xanax and other pills recently, it's really hard to get a new prescription if you go to a reputable Dr. Especially if you ask for it by name. But, there are always B-level Dr.'s out there who love to write 'scripts.