Use one at a time, especially if you aren't experienced with either drug. Oxy can be nice on it's own. Adding Xanax can make you much more likely to pass out and possibly not wake up. In addition, Xanax can erase your memory completely and cause you to do some VERY stupid thing that you would never do if you were thinking right.
A common scenario is taking a few xanax than waking up in the morning to find that you had taken more drugs and it's a waste because you don't even remember. I don't know how many times I was convinced that I'd lost some pills only to hear from a friend that I'd taken all of them. Or spent money that I don't remember spending.
Mixing Xanax and oxy can turn a relatively safe oxy dose into a fatal one. And you might get into the barred idiot mode, and take too much (forgetting that you just dosed and taking more)
I'm glad I survived my stupid heavy drug use years. My younger brother wasn't so lucky and died from heroin & alcohol overdose. Be careful with opiates it's a dangerous road. It starts off fun and is awesome. Then before you know its happening you can't function without and need more ...