I tend to do a couple of things.
1. I try to examine the thing I am getting anxious about and analyse how reasonable the anxiety is
2. I focus on breathing and work on relaxation, This is easier to do t some times than others
3. excersize - long walks help, though at times just during the walk.
4 Very warm baths - great at relaxing tensed muscles and getting me sleepy. Combined with a good, light hearted book this is very good.
5 Stop asking myself if I am still anxious. This will just get me going again.
Good luck! QA's tapping suggestion is pretty good, too, though I haven't tried it.
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