Holding an ice cube on your skin is a good idea. It gives you a shock and can cause discomfort, but doesn't actually harm you.

You could also try going for a walk, listening to music, watching a movie/tv or reading a book. Anything to get out of your head for awhile.

When things have gotten really bad I have sometimes found hitting a pillow helpful. When I get really stressed/anxious I have been able to get away into a toilet and bite my hands. Not hard enough to cause any real damage of course. But hard enough to feel pain, but not dangerous like cutting yourself is.