I've found I'm least anxious in interviews where I don't feel like I need to get the job, e.g. at an org that's not at the top of my list, or when the desire to switch employers is not urgent or desperate[1].

If you have the time, and the experience is not traumatic, I'd encourage everyone to interview once a year (or once every 2 years) even if you're happy with your current position. At worst, you bomb out of an interview for a job you never really wanted; at best, you can a find out that the job is actually interesting (or pays more, or both). You may even get a raise and keep your old job. In any of the cases, you likely come out a little better at interviewing.

1. Which means you shouldn't wait until it's too late to switch jobs. If you see any warning signs, start sending out feelers, if you wait until you can't stand the sight of your manager (or cubicle/corporate logo), then your job search might feel urgent, which is not good if you're not a natural interviewee.