I too am normally anxious so I don't even touch stims if I don't have a benzo in hand. I used to only take them to ease the comedown, but when I realized that they actually can make my experience much smoother, I started taking them prior to any stim.
I usually take enough xanax to make me feel very comfortable, and only when I reach plateau I start doing coke or whatever other stim. I don't like to mix both stim and xanax buzzes thats why I wait until the xanax euphoria wears off, and i'm left only with the anxiolytic effect. This way you won't have the benzo killing the peak of the stim good effects.
Mixing downers and uppers may be dangerous tho, since you are more prone to abuse them and therefore overdose, so be careful.