Hello! Please remember that my response is for information only, we are not establishing a therapeutic relationship.
I have 20+ years treating anxiety disorders as a Psychologist. Most of my clients take some form of medication, so I've worked with a lot of Psychiatrists over the years. Zoloft is one of three SSRI antidepressants that has been approved by the FDA specifically for the purpose of blocking panic attacks (the other two are Paxil and Prozac). So --your choices could be
1) Talk to your psychiatrist about switching to one of the other 2 if the Zoloft isn't blocking your panic attacks
2) Undergo other forms of therapy (I'll discuss this in a minute)
3) Supplement with Neurofeedback (which may help block panic attacks) http://www.eeginfo.com/
4) Many people take an anti-anxiety in addition to the antidepressant --However --they are not useful for blocking panic attacks, they are useful for lowering anxiety levels (which of course can help prevent a panic attack). You could talk to your doctor about this possibility, but from what you describe, the panic attack comes out of the blue and surprises you. That's too late for an 'as needed" anti anxiety, you need some warning in order for that to be useful.
Which is why I recommend therapy --specially Cognitive Behavioral Therapy (CBT) with someone who specializes in anxiety disorders. Here is an excellent site for reading more about anxiety and it's treatment (as well as for finding a therapist): http://www.adaa.org/
Anxiety is our body's signal that it believes danger is present, and the body prepares itself to either fight, run away from, or flee from that danger. If we have to get out of the way of an oncoming bus, it is quite useful to be able to move quickly. The problem is that the body does not know the difference between "real" danger such as a bus, and "perceived" danger --which can be triggered by so many other things including ---thoughts, feelings, memories, images, bodily sensations (even relaxation triggers anxiety for some people, but also being too hunger, hot, or tired, or effects of medication). "Overstimulation," which can occur when too much is happening and "Understimulation," (not enough is happening such as waiting, traffic, et) are also triggers. Anything external (sight/sound/smell/taste --as well as flourescent lights for some) can trigger an internal trigger and also cause anxiety.
Many people describe panic attacks as "coming out of the blue," or "occuring randomly," but I actually disagree that they truly come out of the blue. I strongly believe that there is always a trigger, no matter how quick or subtle that trigger might be.
So--given that....a first step to overcoming anxiety is to be able to identify what trigger(s) are happening in each situation and dealing with the trigger(s). Like I've mentioned, this can be difficult, because they can both happen rapidly, be chained together, and be subtle. Tired eyes from contact lenses is a great example of a super subtle trigger --I've seen this a few times, where a person's eyes get tired, the thought occurs, "I can't see," and panic ensues.
So -- CBT therapy can help by examining the interplay between beliefs, emotions, behavior, and feelings in one's body when in a particular situation. Intervention in one area will affect the entire system. With CBT one does a lot of work with identifying beliefs and making counter or alternative beliefs to the irrational ones. These are then tested out in real life situations in the form of "experiments." It is a highly effective approach for working on behavioral change. You can read more about it here: http://www.mindovermood.com/ and here www.nacbt.org/whatiscbt.htm
A first step in CBT is to learn how to rate your anxiety. The higher your anxiety the more difficult it is to address. You should start to rate your anxiety on a scale of 1-10, where 10 is a panic attack. You need to intervene at a 5 --anything at the 2-3 level ought to be tolerable. It takes some time to be able to identify triggers, but you can start rating your anxiety today --start by doing it at random times, like right now.
If your panic attacks are "random," it might be a challenge for you to start catching your anxiety before it is panic. Start rating your anxiety regularly, 3,4,6 times a day at random times. Then ask yourself, "What was just happening," that either helped you be calm or was triggering anxiety.
I hope that these thoughts will give you some ideas about a next step for you to take --either talking to your doctor about your meds, Neurofeedback (which helps re-train brain waves that are not working optimally), or therapy to specifically target the anxiety.
There's lots of good information and tools available for you to conquer this problem and get it under control.