Hi KT,
My doc did it the other way round!!! He prescribed me 5mg of valium to take as and when needed. Mixed opinions about it to be honest, sometimes I feel like it works quite quickly ( he told me to crunch it if very anxious as gets into system quiker) but I often feel like the effects wear off quite quickly and by then I am in middle of a situation I find anxious!! So he has recently prescribed me effexor (though I don't really like them so I am taking 5-HTP instead with his knowledge!) I am not sure of the great differences between xanax and valium, but I believe they work in similar ways.. But like all drugs I guess you just have to see what works for you. Symapthies here though I know how much anxiety sucks.
Good luck at docs