You've received a lot of very good advice here. You didn't say how your doctor responded to your question about
changing from Xanax to Klonopin or Valium, though. Did they refuse? If so, did they give you a good reason besides "you have to re-train your brain?". Sometimes the medications help you out to "re-train", and CBT, I believe, is the most common method of doing that. I've never tried it but am on my own little program that I devised for myself.
In any event, I've taken both Xanax and Valium recreationally when I was a kid. They're quite a bit different than Klonopin. With it you may be sleepy for a few days as you start, but people rarely abuse it because it doesn't produce any kind of high at all, even if one takes too much. You will become dependent on it, but if helps you that shouldn't be a concern.
Xanax helps a lot of people but it is often misused and/or mis-prescribed. It's quite potent, quick to act, and in some people it does produce a mild euphoria. Tolerance is something that has to be watched very closely, too. Even though it's in the same family of drugs, Klonopin works much differently.
Anyway, best of luck.
My Brain: My friend, My enemy: A blog to chronicle my attempt to recover from anxiety/panic disorderanxietypanicdisorder.blogspot.com/