I fill in TEA (Thinking Error Analysis) forms daily for about 15 minutes about things I an anxious about. Has really helped me the most and many others on this form say it completely cured them of anxiety. Read about how to do them here: http://www.dailystrength.org/groups/anxiety-and-positive-thinking-and-choices/news/view/1478155
. This is the main book it came from: http://www.tao3.com/
Other things I do that help:
Walk/Stretch - or any other exercise. Outdoors is best.
Meditation - I do "Metta Loving Kindness" and Hoʻoponopono Self-I-Dentity meditation because it easily gives my mind something to focus on. Also deep breathing while listening to relaxation music.
ACT Therapy - Acceptance and Commitment therapy. The book "The Happiness Trap" is the best
Practice a belief - I was raised Christian and still go to church with my family, but when seeking help with anxiety I discovered Buddhism which I really think is a gem and I also visit the local monastery. I don't agree with everything in either religion, but it keeps my mind busy, positive and social. Plus in ACT therapy you need to define your personal values, so the ethics of Buddha is a great place to start whether you believe in god or not.
Be social - I try to connect with people positively as much as possible and ask for help when I need it (without overwhelming them too much)
Meds/herbs - Holy Basil is great, I also take Apple Cider Vinegar. I want to try St Johns Wart next. Chamomile tea is good too. I took meds years ago and was not for me.
So I am always learning and experimenting with different ways to cope. It can actually be fun to try things out like different herbs, teas, therapies, music, etc. and just see what works.