I occasionally get anxiety, especially after a stressful day at work (teaching).
To feel relaxed and at peace, I do Progressive Muscle Relaxation. It can change me from a tense emotional fireball into relaxed and focused in minutes. To find out what this is go and listen to a free recording here:
http://www.lessons4living.com/stress%20topics.htm
On top of that, try the Brainwave Generator at http://www.bwgen.com
That will literally change your brainstate and thus your body too.
The above two things worked wonders for me -- give them a try.
Sponge