It is hard to come off Venlafaxine, so you will need support, I don't think you can just stop taking one, and then start with the other, especially as Venlafaxine has major withdrawal effects.
Of the ones you have listed and that I have experience of, I would say this:
The first three listed are all Benzodiazepenes, avoid if at all possible as they are addictive and you will become dependent. Having said that, Diazepam is good for crisis situations, but you don't want to have it on regular prescription as it can be difficult to function normally on it.
Escitalopram, Clomipramine and Fluoxetine were OK for depression, not for the anxiety.
I never had Sertraline, but it seems to be effective from anecdotal evidence.
I was on Venlafaxine for years, it was the only medication that stopped my anxiety and panic. It took me a year to come off it. I did it very slowly. You can pop the capsules open and there are little tablets inside. Basically you just remove one of the tablets, stay on the dose until stable, then repeat until off them. It stops a big step down in dose. (I was told to do this by a doctor who specialised in drug withdrawal.) If Venlafaxine works well for you, in your place, I would not be changing.