Always try therapy before drugs. Drugs are your last resort, not your first. As to the Zoloft, you've only been on a short time, but I'd still taper off just in case. Research tapering and make sure your doctor knows about how to do it. I'm not saying the Zoloft won't help, it might, but since you don't want to take drugs and it doesn't sound like you've tried therapy, nor does it sound like your life has been so affected you can't function well, I think it's premature for drugs given their drawbacks. They'll always be there if you need them.
Paxiled gave you some good advice...I would add that you might ask your doctor for a few small doses of klonopin to take episodically, rather than regularly, when you are feeling particularly anxious or anticipate a panic attack. At the dosage you took and the duration, you should not have any problem stopping, weaning over a short ten day period would be best.