For me, the anxiety lessened as I went through treatment although it never went away completely. I had such a traumatic time the first time they tried to administer chemo that I was almost in panic attack stage at the beginning of the AC infusions but it did get better and by the time I got onto Paclitaxol I began to relax more - I think because I was not quite as scared of it and possibly because I was exhausted. I never had an issue with the Dex but I know that a lot of women really notice it. There may be a difference in treatment protocols for Docetaxel and AC but I never took Dex until the following day (I think it was 1 each day for 3 days) but I may have been given it just before infusions - I honestly can't remember. I lived on Ativan for the whole 6 months - more on the first days after infusions as long as I didn't have to drive (and within the doctor's advice). I slept a lot in the first few days of each. But I also had to take Nexium or Somac regularly for the reflux (and Coloxyl and Gastro-stop at different times for the other end). Chemo messed about big time with my whole digestive system which makes you feel bloody miserable.
If you're not doing it, keep a diary of your symptoms - it's a really easy way to show the onc what's been happening. I kept a pad on the bench where I recorded what I'd taken and when (because I couldn't have kept track of it otherwise), my temp, and how I was feeling. Before I went to the onc, I would type it up into a basic diary eg. Day 3-5 - list of symptoms and side effects etc. I would also list the side effects separately in more detail. It meant that I didn't have to remember and I could just give the sheet to the onc as a basis for discussion. He kept those in with my notes and did compare them during treatment.