I get sensory overload; but I don't get a great deal of anxiety. Generally, the overload is more like a sense of frustration or else "freezing" than anxiety. It's certainly a negative feeling, very much like "I can't take this anymore," but I wouldn't call it fear. It doesn't have any of the physical signs that anxiety usually does--you know, pounding heart, sweating, muscle tension, headache... If there's physical signs, it's more like I get clumsier and slower than anything else. Simple things seem insurmountably difficult...
On the MMPI, I score average on the psychasthenia scale and unusually low on paranoia.
http://en.wikipedia.org/wiki/Psychasthenia
I do feel anxious sometimes, obviously. A big test gets me on edge. Learning to drive had me alert and cautious and hoping not to do anything stupid. I had a childhood phobia that I've still got some traces of... But all in all, my anxiety level's about normal.
I've done lots of stupid things in social situations. I get embarrassed, but I usually stop being embarrassed after half an hour.
Um. So. Average.