I was helped by regular use of relaxation CD's. If I used them every day, it began helping to keep the anxiety level lowered so that if something came along to nudge the anxiety up, it began from a lowered point; when it spiked, it didn't spike so high.
The CD most helpful to me comes from
www.wholeperson.com and is called "Warm and Heavy" which are 2 separate exercises. I like "Heavy" a bit more than "Warm", although I like them both. I found it most helpful to lie on my bed after work and listen to them. 4+ years of therapy has helped me a lot and I still listen to the CD just because it feels so good.