I had alprazolam, bromazepam, diazepam, oxazepam, lorazepam, etizolam, midazolam and phenazepam.
My favorite benzodiazepine for General Anxiety Disorder and tension related pain is diazepam. It's anxiolytic, long-lasting, subtle and just works for me. Its extra muscle-relaxant effects in higher dosage feel very nice, especially if you have stiff legs, arms, or neck and pain. For potentiating opiates, especially depressants like heroin (smoked) it's the best as the alprazolam/etizolam type benzos are way too sedating.
Finally for what it's worth, the pills taste really good.
Phenazepam on the other hand is more sedating and hypnotic than diazepam, and for me it's more useful the day(s) after coming down from drug (stimulant) binges. The long duration can be useful or a problem if its amnesic effect overwhelm you.
For panic attacks or acute anxiety relief in difficult social situations I prefer lorazepam
in low doses - it kicks in in just a few minutes (sublingual form) and the disinhibition makes me feel quite comfortable and puts me in a good mood. Overall, I prefer bromazepam.
Bromazepam is very good for the problems above, with few side effects and gives me a very nice mood-boost. In higher dose it is quite euphoric. One of my favorites.
Alprazolam was very useful for coming down from longer binges and was always able to knock me out. Its short duration sucks and OTC hypnotics or promethazine + diazepam worked better. I have only tried it a few times recreationally and I was kinda too sluggish and stoned. For the latter etizolam was way better, but YMMV.
Midazolam, well, obviously one of the best recreationally, but snort too much and you forget the whole euphoria

. As it's very hypnotic and depressing, you better be careful combining it with opioids.
@Ms.Martini Oxazepam is the only benzodiazepine starting with an O [EDIT: of the standard -azepam -zolam names, I don't know about brand names] but hard to believe, as it's generally considered to be light and it feels more like lorazepam or diazepam, the duration obviously shorter, like lorazepam or alprazolam.