The main difference between Benadryl (diphenhydramine [in the USA]) and Claritin (loratadine) is that diphenydramine is both an antihistamine and a sedative. Loratadine, on the other hand, is non-drowsy (for most).

Note that in Europe, Benadryl apparently contains acrivastine or cetirizine (think Zyrtec) instead of diphenhydramine. I am not as familiar with these two alternate antihistamines as I have never taken them (so have not researched them).

As for using medications to prevent severe allergic reactions, i.e. anaphylactic shock, I'm wholly unsure of how effective antihistamines would be in this role. Runny noses and watery eyes are in a whole different ballpark than anaphylaxis. The best prevention is to avoid allergens that you are hypersensitive to in the first place. Other than that, knowing how to properly treat it is the next best thing.

I am in no way a doctor, so feel free to consult one for further details.