Not retired yet, so no vote. However, leading into retirement I can say:
1) Highest level of anxiety was actually telling my boss, I delayed several times. He was in denial for almost a month, but now he realizes I'm serious and we've talked about who will replace me.
2) Moderate anxiety, the period before I told my boss. The one more year syndrome, annoying but probably inevitable.
3) Least anxiety, after I told my boss and ever since. No one aside from DW and my boss know yet, and I like it that way, don't look forward to co-workers once they all know. I am enjoying work a little more now, and whenever something happens I don't like - I smile and tell myself, won't have to deal with this much longer. And mentally checking off some assignments in my head with a 'last time I'll ever have to do this,' and the co-workers/audience doesn't know it.