Oh man... these 'benzo high' threads, not again. Xanax doesn't get you high, it's a hypnotic. You can get more euphoria by hyperventilating. Comparing the effects to oxycodone isn't even possible, not to mention they are possibly even more addicting... the feeling it gives is totally transparent, and depending on dosage the user either gets tired/relaxed or just blacks out. Your friend might as well offer benadryl when you ask him for LSD, because after all you can get high on benadryl..8(
I have met a lot of people in my day that call any non-sober state being high, if you're like that you'll probably love it.
Alprazolam (Xanax) is actually more anxiolytic (anxiety-removing) than hypnotic (sleep-inducing) - benzos tend to have both properties, but to different degrees. Diazepam, alprazolam, triazolam and lorazepam are primarily anxiolytic (although diazepam in particular can be very sedating) where as temazepam, nitrazepam and flunitrazepam are primarily hypnotic (to name a few common ones).
I agree that for most people benzos aren't recreational in the way that opioids are, and trying to chase a "high" can be unsuccessful and potentially dangerous. Some people do find them very recreational, though, it is an individual thing. If you are after an opioid-style high though you are likely to be disappointed. Make sure you don't take more and more in the hope that you will achieve the high you are after. 0.5mg is a good starting dose for a benzo-naive person - even possibly 0.25mg. Xanax kicks in fast so you can always wait for it to take effect then try another tiny dose. I wouldn't exceed 1mg for your first time, though.
Benzos are notorious for making the user feel they are sober and it isn't working, while actually being quite clearly intoxicated to others. They tend to remove judgement and self-control, and there are many tales on BL of people doing things under the influence of benzos that they later regret. It's certainly happened to me! Be careful.Make sure you don't drink as wel - mixing CNS depressants (such as benzos, alcohol and opioids) is dangerous and can cause fatal respiratory depression; alcohol and benzos is also notorious for causing people to lose control and act like a dick. They also cause amnesia so it's not an unusual situation to wake up bruised and confused, only for your friend to fill you in about how you picked a fight with a bouncer, tried to kiss your best friend's girlfriend then had to be prevented from trying to drive home while hugely intoxicated. Have a read around BL, there are plenty of stories like that..
Be careful of the addiction potential, too - benzo addiction is a bitch and withdrawals can actually be dangerous as well as being very unpleasant.
I don't mean to sound so negative, but I have to say I agree with the other posters - benzos are best kept for therapeutic purposes, not chasing a high, and they feel nothing like opioids other than also being a downer and reducing anxiety/stress.