Surprisingly I've never had Range anxiety. When I first got my Roadster there were NO charging stations around. The first road trips I did were carefully and conservatively planned - spreadsheets, the works. The car performed in accordance with Tesla's predictions. From there I learned how to manage range so if I had to push things, I just slowed down EARLY so I didn't get into trouble. And I occasionally got pretty cold.
On one occasion a reporter really wanted a highway demo when I was already low on power - there was no way I'd make my destination afterwards. No problem, I had a fallback charging location in my pocket. I did get a little below what I consider my minimum range buffer, but despite the warning messages I knew I'd definitely make it. So I wasn't anxious.
What I have had on occasion is "schedule anxiety". On one memorable trip the temperature was unexpectedly cold, and I was running A048 sticky tires for the first time. It turns out that freezing temperatures turn them into bricks. I had no idea just how bad an effect this would have on range. But it was very obvious early on so I slowed down. The only charger available provided only 24A, so I spent a LOT more time than planned charging. This resulted in me getting caught in Toronto rush hour on top of all that. I very nearly missed a flight as a result (running was involved!).