NOTE: This page is about NON-prescription drugs. There's another page that discusses prescription medications.
While I've heard from many people who mention drinking alcohol to relieve stress, long term benefits have not been part of my experience with panic attacks. In fact, I believe alcohol was actually trigger for breakdowns in my younger days. Since I would often drink in an attempt to reduce social anxiety, my mind started to associate alcohol with the increased stress and adrenaline common in group situations - a mental association which eventually increased the likelihood of attacks.
Now, as for other drugs, the one I hear about most frequently is marijuana. Given the cliché images that we still hold from the 1960's, it's not surprising that people would expect pot to relieve or cure anxiety and panic issues. However, given the significantly increased strength of this drug today, the near opposite effect is often seen with people who experience "bad trips" from THC - like you'd expect from a drug such as LSD. The mental terror of such occurrences can leave the user with lasting anxious feelings.
If you've read my explanation of the anxiety and panic attack spiral (see diagram), you understand that the whole process begins with negative thoughts (accumulated worries, fears, negative expectations, etc). Now if you've done much of any hallucinogenic drug, you also understand what a profound effect they can have on thought processes.. They can SIGNIFICANTLY amplify perceptions of fear, worry, "what if" thinking, paranoia, and danger in all forms.
As you can guess, that is NOT the type of mental environment that you want to be cultivating if you're an anxiety-prone person.
Furthermore, marijuana and other drugs can also create a perception of helplessness which makes matters even worse. How does it do that? Well, as you probably realize, it takes a lot of mental/brain/thinking power to survive, cope, and/or thrive in today's world. But when taking drugs, we lose a portion of the mental toolkit that we use to effectively control our bodies, our environment, and our lives. The resulting ineffectiveness feeds into a learned helplessness (or even hopelessness), which is also NOT something that will help with anxiety. These perceptions can increase over time.
I understand why many people are attracted to mind altering drugs – it can be a temporary mental escape from the hell of their sober reality - into a "alternate mental reality". Seeing things from a different perspective for awhile can feel good in comparison – perhaps even be beneficial in some cases. Unfortunately, given the factors that I've just mentioned, the benefits usually don't last long. There's probably going to come a time when you have to make a choice about how you want to live your life. Hopefully it will be to use your unique mind-power to turn your sober reality into one that is more personally desirable to you than any "alternate" reality you can now imagine. My guess, since you've found your way to this site, is that you're nearing that point.
*It's probably not possible to get much benefit from my audio program while under the influence of any drug (legal or illegal), but next time your head is clear, give the technique a try to see if it helps stop the anxiety underlying your desire for "escape".