If you *need* it to get yourself composed enough to go to the gym, then by all means take it. It will help you improve your physique.
If you're already training hard and are just now thinking about incorporating it into your pre-workout plan, I'd think twice. On a small dose, it's not going to really set you back much, but it also won't allow you to reach your potential. I'd only really say that you shouldn't do it if you're training really hard for something (bodybuilding, powerlifting, marathon, etc.)
For the average person just trying to stay in shape and be healthy, if Xanax helps you stay sane in your routine, I don't see it being a problem.