I have taken both. The main difference is that Prozac can cause some people to be more energetic and may cause more initial anxiety. Zoloft seems to be more mellowing, but has a greater tendency to cause weight gain. No one here can tell you which is the best choice for you. They all work differently for different people. Listen to what your doctor suggests. You may end up having to try something other than those 2, before you get the results you need.
There are many more SSRI’s than just those two, so I don’t know if those are your choices or what not. I personally went on Paxil, which is a great SSRI for anxiety problems. They each generally do the same thing but each one has their own specific thing that they help with. Little is known as to why each one works in a specific way so like she^ stated you might have to try multiple ones to get the desired affect. Also these drugs tend to take a week or two before you will begin to see the full effect, so good luck