I am guessing I will be in the minority here, but I think that Ativan(Lorazepam) is my personal favorite. It has saved my ass in panic attacks, so that may be why I love it so much. It just seems like it takes a certain edge off, and almost "numbs" anxiety.
Xanax is second, because I love the feeling it gives me before it knocks my ass out ha. Klonopin is a third, which is funny as I'm prescribed it daily. I like it, but it doesn't ever completely curb anxiety. I used to like Temazepam, but haven't used it in years.