I have tried having a smoke before I go shopping and I've done it when I go to the pub. It probably just makes me more anxious. I become afraid to let people notice me in case they notice that I'm high.
Not really a good idea for anxiety, no. I find drinking some decaffeinated green tea, or a bit of alcohol, helps greatly for keeping the buzz in check, but can't smoke too often because those fearful/paranoid feelings grow.
It also depends what strain you get. Indica dominants can actually relieve anxiety, but a strongly sativa smoke probably will just make anxiety worse.
I find Indica strains to be mildly anxiolytic, and Sativa dominants to cause very powerful anxiety sometimes leading to panic attacks. However, all strains severely lower my self-esteem and heighten social anxiety and avoidance. Strangely, when I mix cannabis with amphetamine it tends to make me even more talkative than with amp alone AND my self-esteem and SA are completely obliterated. It's a fantastic combo although it's most likely too anxiogenic for many, even for those without anxiety disorders. Adding a benzo to this mix would take care of that and turn it into a great recreational cocktail as well.