Here's some advice from a user that has over a decade of experience on Klonopin (prescription) and recently started Valium.
For one, the medications both last roughly the same time period with the peaks being about the same. Valium however stays in your system longer than Klonopin which is why most doctors will not prescribe you Valium (from my understanding, correct me if I'm wrong). Now, with that said the effects are about the same but varies per person and also depends on your tolerance to the medication.
I had surgery years back which I was given 20MG of Valium to take before the surgery. It was a bit too much for my body seeing I was on a low dose of benzodiazepines causing my tolerance to the medication to be quite low. It was beyond a euphoric feeling seeing I was merely a teenager at the time - granted I was on a much higher dose of Klonopin at the time but my tolerance levels did not go up between the time given between both medications.
If I was to choose either Klonopin or Valium, I'd stick with Klonopin. It's much safer all around for the most part if you're going to take it daily. No benzodiazepine is "safe" seeing it's highly habit forming and you should honestly think twice before consuming the substance on a daily or weekly basis as your body atones to the medication quite rapidly, especially with Valium - habit forming behavior and withdrawals begin to occur within a weeks time span of taking the medication itself (Valium).
These particular medications are designed to make you feel neutral and somewhat euphoric but not too intense. It calms the heart rate down to a steady pace to help prevent panic along with what I can only describe as "happy cells" forming in your brain. There's scientific terminology for this which you might want to look into but it changes the way your brain reacts and registers things in a sense.
These medications just like any other controlled substance are very risky, for instance if you were to take both Valium and Klonopin together for a month straight and drop it cold turkey you'd most likely end up in a hospital. You'd be very prone to seizures and various other things, the list goes on.
Personally I like mixing Klonopin with Valium because it seems to work for me personally. The two medications are like two peas in a pod, but that's due to the fact I've been on Klonopin and Xanax for over ten years prescribed by a psychiatrist at a young age.
My advice to you is the following:
1) If you have a panic disorder that is consistent (every day) you need to consult with a psychiatrist and perhaps get a neurologist involved aswell to make sure everything is alright with your brain.
2) If you have a panic disorder that is not consistent (every now and then at various times) I'd suggest looking into more "direct" drugs like Xanax which is fast acting and is more potent than both Valium and Klonopin - it just doesn't last as long in your system.
With that said, if "1" is what you're currently experiencing you need Klonopin. I wouldn't experiment with it, I'd suggest taking baby steps if you don't have experience with it.
Seeing that you stated it was social anxiety which is telling me just in social situations, I believe Xanax would be better suited for you apposed from Valium or Klonopin.
There's some charts out there with the peak rates of all three medications I've been talking about, but for the most part Xanax will do the trick for what you've described.
As a reminder, I can't stress this enough. Klonopin and Valium are medications that are designed for long term effects, not short term like Xanax. It defeats the purpose of Klonopin or Valium if it's just for social occasions. One way to describe this is 100mg of Valium is equal to 1-2mg of Xanax to most without much of a tolerance. You also need to know such medications stay in your urine for approximately 3 weeks (randomized drug tests come into play all the time), you need to learn their peak levels and duration levels, and you also need to know how long they stay in your system.
So in conclusion, look up all three medications I've stated above regarding their peak/duration levels to find the right one for you. For some, mixing an anti-depressant in with Klonopin or Valium empowers the effects it has on your body and somewhat keeps a stable form on your body. For me, I cannot take anti-depressants seeing I obtain motor ticks or some strange side effect on practically every anti-depressant on the market. So the more research you do, the better off you'll be.
Just stay safe my friend, I know what you're going through and I know it's a pain. I just hope you find what's best for you and that it actually helps.
Regards,
-VII