I also have GAD.
Therapy has helped a lot for me, I used to be on meds for my anxiety, but now I just use some of the skills I learned in therapy. When I go to places or have events going on that really mess with my anxiety, I usually bring a distress tolerance kit and in it I keep a lot of sensory things that help calm me a little and just help me get through whatever it is without having a bad anxiety attack or anything. I usually keep some lemon drops and other candies in there, some feathers, a really smooth rock, body sprays and lotions that smell nice and feel nice on my skin, and a little bag filled with pretty colorful items to look at. I also carry my plush cat, he's really soft and comforting when I'm not at home. If I could I would bring my bunny with me everywhere. Ha.

If I am close to home and I get anxious, I sometimes put an ice pack over my face. The cold temperature helps slow my heart rate and overall makes me feel a little less anxious and out of control. Little things like that have been helpful.