5-10mg Valium (Diazepam). I don't know about Xanax, I've only tried it once, the first time I tried a small dose of 0.25mg was fucking awesome though, after that it wasn't the same, even with 0.5mg.
Alcohol of course, is good for anxiety but you don't really want to smell like it, or your stomach may not be able to handle it, etc (many other reasons).
MDMA won't work if you are on SSRI anti-depressants.
Codeine seems to make me less social, I like to be by myself and enjoy my buzz, then again, that's just me.
Darvon is nice

.
do a search on google for anti-anxiety drugs, or visit erowid.org
ask your doctor about a long term anti-anxiety drug. or maybe
seek some therapy like "cognitive behavioural therapy" to help you deal with anxiety. Just popping pills isn't going to help, trust me, because that's what I do

and I should really be going to a psychiatrist.