Now the -Marijuana, I can see no biggie. Not that I am for it by any means. But, the rest. Well, you should only take what you doctor perscribes. Because they are the ones that know the interatcions and componients in these drugs and how they will react with each other. If you are doing this one your own, well all I can say is, Not a good cocktail not being under supervision.
ALL drugs have side effects. The point is weather you are one of the satistical ones that will show up with any.

Good Luck

Valium might make you feel better since its anti-anxiety and Prozac is too, combining them might give a greater effect than taking just Valium alone.

I'm not sure about Adderall but you might crash harder.

For me personally, weed was a lot more intense on Prozac but it might affect you differently.

Alcohol is a big creeper on Prozac... You can keep drinking and drinking and feel fine, but then it hits you all at once like a sack of bricks. Watch your alcohol consumption til you find a good amount you can handle while on Prozac.

I don't know about caffeine, it was pretty much the same on Prozac.