It really depends on the Dr. Some will prescribe on the first visit others will wait. They will want to know if you have a history of any addiction to alcohol, recreational drugs, or other prescription medications. They will also probably want to speak to your previous providers. Even then they may want to get to know you more before prescribing benzos. Like others have said you need to proceed with precaution when asking for them especially on the first visit. The Dr. will not know you and it will come across as med seeking.