No, I don't. I have considered it, though. I have anxiety problems (general anxiety with the occasional attack). I sometimes think about going on xanax, just to try to curb really bad attacks when I get them, especially in high stress situations like when I'm traveling with extended family or something. I think that being able to calm myself down in an emergency like that would keep me safer as I sometimes do things that are a little dangerous when I have an attack.
For now, I'm trying to manage my anxiety with natural methods. I use the Therapeutic Lifestyle Changes (TLC) as described in "The Depression Cure" to manage my general levels of anxiety and depression. I have to say, it has really helped. It would be great complementary treatment with meds, too.
Some examples of this TLC stuff: eating healthier (supplementation for good things and avoiding processed food), getting more sun exposure, getting more social contact, doing hobbies, and EXERCISING! The downside is that you really have to keep it up. The good side is that it has only beneficial side effects, and it works better than therapy (for me).