I've found that deep-breathing meditation can help. Also, if possible, remove yourself from a situation that can cause anxiety - if it's stress at work, take a walk around the parking lot; if it's stress at home, take the dog for a walk. Likewise, avoid situations that can trigger your anxiety. Even certain movies, TV shows, or stories can set me off sometimes. Yesterday I found myself reading a blog that was causing me to feel a great deal of anxiety, so I forced myself to shut down the website and delete it from my browser history and swore I'd never visit it again.
Also, don't be afraid to rely on medication when you need it. If you had diabetes, you'd take medicine to control it. If you have anxiety, it's okay to take medication to control it.