I'll start by clearing up one little issue, then continue... Xanax is NOT an antidepressant... it's an anti-anxiety drug, most often prescribed to patients prone to panic attacks. It is very very easy to buy "on the street", and never reacts well with alcohol in the body.
Filing a police report would be a wise thing to do, but only if you specify and insist that it is simply "for the record." You definitely do not want the police to confront her. By filing a "for the record" report, you then have some background if she decides to continue harrassing or vandalizing. (You didn't mention if you have a car, or how large a city you live in... crazy, spurned ex-lovers just love to vandalize property.)
You also don't mention if you have a home phone, or a cell phone, or both... but caller ID is essential. Let your family and friends know that you will not answer any calls you don't recognize.
Distance yourself from her, her friends, her family... even friends you had in common will be a problem.
You lost some property, and some dignity. Go on without them. Don't give it a second thought. Whether or not you added to the problem at that time is not relevant. You lost that one battle, but the cost of winning would be much too high, so, as others have said before me, take the loss, move on, learn from it, and don't put yourself again in a situation that could lead to such destructive behavior. Stay away from recreational drugs, and people who use them. They can be fun, sure, but they are just too dangerous and not worth the problems they so often lead to.
Best of luck to you, KB.