Meditation and yoga are apparently good ones. I've just started to meditate, I can see already there could be great benefits in calming your mind.

Also ... therapy, if you can find a good one (my therapist is working on 'de-sensitisation' with me for my anxiety - it is effective). My favourite is self help books, they're absolutely wonderful in my opinion.

Also walks in nature help to calm me down or just being in the countryside.