I can relate in more ways than one. I've been prescribed Xanax, Valium, Klonopin, Depakote, Seroquel, Zyprexa, Effexor & Trazadone (not all at once) for my bouts with anxiety and depression. To answer your question I would not recommend taking both Xanax and Valium simultaneously without consulting your physician and receiving approval. A second opinion wouldn't hurt but an emergency room physician once told me it would be like "pissing in the wind".   Valium and Xanax are both benzodiazepines (usually prescribed as PRN or "as needed") and as such treat symptoms in a similar fashion. Xanax XR has a shorter half life but reacts quicker while Valium has a longer half life yet the onset of its effect is slower (at least from what my Doc has told me). Prolonged use of Benzodiazepines can lead to a lever of tolerance where the effect isn't as potent as it once was if present at all. If you have been taking benzo's for an extended period of time it is possible your tolerance level is high which may necessitate a higher dosage. However, benzo's can lead to addiction which is the last thing a sufferer of depression and / or anxiety needs. Suffice it to say they are safe when used correctly and for short term assistance ... At least that's what this layman believes.   Both of the aforementioned medications treat the symptoms and not the problem. I found that although my appetite increased exponentially with Zyprexa it enabled me to manage my anxiety and depression effectively. Unfortunately this medication is not listed on my insurance company's formulary so I was forced to discontinue use. I would have purchased the medication out-of-pocket but its price is exorbitant due to a withstanding pharmaceutical patent precluding any generic brand release.   My advice to you would be to consult a psychiatrist since issues such as these are their area of expertise. If you have concerns about medications or general questions ask them as their knowledge regarding such matters is far greater than a general practitioner or family medicine MD.