I've also found exercise to be a huge help.

I break things down into small goals and then prioritize. I also use a reward system -- I had a huge anxiety-inducing presentation to give yesterday, and once I got through it, gave myself $9. I would have given myself $10, but I could only find $9... Oh, and focus on one thing at a time. Don't even THINK about everything else. Only the task at hand.

But then, I tend to have essays instead of final exams, so I'm not sure if this will be any help.

Good luck to everyone dealing with finals right now!!