Smoking weed has some benefits but doing it specifically to defeat anxiety is probably not going to be very effective in the long term. Just about everyone who ever tried pot says their paranoia level was significantly boosted by it. I doubt that's awesome for anxiety.
I don't see it really being a problem as a once in a while thing, since it doesn't really seem to be addictive. I mean, to some degree, getting high makes you want to get high again and it pretty much ends up being an every day thing but it wasn't hard to quit. But I suppose if it was fully legal and I had the money for it I'd be tempted to do it all the time. Because why not?