I firmly believe in Yoga and breathing excercises to control my anxiety. Until last week I was on anti anxiety meds for this, but have had to drop them, as my doctor doesn't want me on anything besides what he's treating me with.
I take nice deep breaths in through my nose from the stomach, put your hand on your tummy and you'll feel it rise and fall. I count 10 seconds in, and I exhale, 10 seconds out mentally counting.
Visually thinking of being in a serene scene has also helped. I guess that would be meditating, but I don't put a whole lot into it. I just sit down, dab some lavender oil (great stuff for anxiety!) on my wrist or somewhere easy to sniff, and visualize my own personal place of serenity. For me it's a white sanded, clear blue water, empty beach. Only I am there. This helps a lot.
And of course bubble baths or showers with lavender scented bath or body wash. The smell of lavender is very comforting. And this is a little weird, but I also find the scent of fabric softener comforting as well, so sometimes I dab that on my wrist and sniff at it till I've calmed myself down.
I also like a nice cup of chamomile tea, or the tension tamer tea. Chamomile is my favorite. If I'm particularly stressed I brew a nice strong cup of that and sip it and feel pretty good after wards.
Breathing though is the most important one for me.