I've been a "worrier" all my life and easily stressed out, but only recently did the anxiety take over my life and I had to take steps to deal with it. The one thing I was very adamant about with my psychiatrist was that I did not want Xanax, Ativan, Valium, etc. My mother was an alcoholic who abused Vicodin and Valium and died of an accidental overdose, so I didn't want to take even the first benzo if I could help it. He put me on Cymbalta and a temporary Rx of Ambien because I was laying awake all night worrying. I was wary of the Ambien but did use it every other night for the first couple weeks and now I'm sleeping normally without it, because the Cymbalta is beginning to work, I guess.
But the things I do when my anxiety starts to ramp up:
Pet my cat
Get some exercise (walk, run, etc - but if I'm really anxious this seems to make it worse)
Yoga (again, I can't do if I'm really wound up)
Hope that helps!