I have them sometimes. Once I finally get to where I can breathe again, I can feel round two coming on. It really sucks, and it's absolutely terrifying. I had one just a couple weeks back actually; Matt had to come home early from work and one of the ladies from here called me and helped me stay calm.
One thing I've read that makes the most sense to me is to keep repeating "No one has ever died from a panic attack." I don't know about you, but my biggest fear is suffocation, to put it broadly. When it gets to where I really can't breathe and I'm past hyperventilating, I do feel like I might not make it through the attack. I've never had enough sense about me to say that to myself during an attack, but if I could, I'm sure it would help.
Start keeping a journal and whenever you have them, write out what's happened the few days prior, what you've been doing, that sort of thing.
Mine come around when I start crying. I can't cry and breathe and then I panic because I can't breathe and then I have a panic attack and cry even harder and struggle even more to breathe, and freak out even more... it's a vicious cycle.