I've done a lot of benzos, of course not ALL benzos, but i've done the majority of the more popularly prescribed benzos...trust me i've done enough.
Between Xanax and Valium, in my opinion you MUST go for the Valium. At least try a couple, but if they are quite a bit/significantly more costly than the Xanax than only buy a couple once in a while to have some real nice fun with them. Calculate your costs and see if Valium is worth buying regularly so to speak compared to Xanax (it depends what dose Xanax you get to). In my experience 0.5mg xanax is exactly 5mg valium, 1mg xanax is exactly 10mg valium and so on...but valium is MUCH better.
However, my absolute favourite benzodiazepam is Temazepam...unfortunatley i've only tried it once, man do i wish I could get some/find some. My second favourite is Diazepam. It was the first benzo made, and it IS a GREAT benzo; good for anxiety, panick/anxiety attacks since it kicks in in 25-30min, muscle spasms/relaxation, and it is also (esp in higher doses) a hypnotic that promotes sleep.
Btw, right now i'm currently prescribed 1mg clonazepam 3 times a day, so 3mg a day for general anxiety and panick/anxiety attacks. I've been on it for about 2-2 1/2 years now and it works great for what it's given for. At first i could get high on it, but it is MUCH more difficult to get 'high' on clonazepam than on other shorter acting benzos like valium, xanax, etx. Clonazepam takes 2hrs to kick in so it's kind of pointless as a rec drug. However it works PERFECT for what it is supposed to and I've been taking it as prescribed for over 1 year- 1 year and a half or so, b/c as many other patients on it realize that it's hard to get an actualy buzz on it compared to xanax or diazepam, on which i always get a buzz.
I've had clonazepam, diazepam, alprazolam, oxazepam, lorazepam and temazepam. The only ones I have little experience with are oxazepam and temazepam, temazepam once, and oxazepam two times, the others plenty of experience..esp with clonazepam since i'm scripted it and i can say without a doubt that diazepam is better than xanax OVERALL..for sleep, anxiety, panick attacks, muscle spasms, while xanax isn't really for sleep and it doesn't have the anti spasm propreties that diazepam and clonazepam (esp clonazepam) have. Though diazepam is much more comfy and euphoric...though it's a matter of 'personal taste', based on the mental chemistry of each individual and which benzo best suits them. For example my first time on xanax 0.5mg (1 pill) i didn't like it, while i loved temazepam...but over time i got to know alprazolam...and it got to know me.