Juliana: i also use yoga to calm anxiety (sometimes when im not too depressed too) and find it works so very well. i do ashtanga yoga which is actually pretty aerobic (for me at least ) and its incredible the way the breathing and the use and then relaxing of the muscles as well as the constant focus on the voice of the trainer (on dvd for me - scared of people) works to get me out of my mind as well as giving my body a great work out and chance to relax.

alex: im not sure if this is a mindfulness exercise or a meditation or both but its something i picked up (i think it was from an oprah magazine ) that i find really helps. i place a digital clock in front of me that counts the seconds, sit very still in a chair (apparently its better to sit cross legged but i cant because of back problems) with my left hand resting in the right and holding a crystal and then breathe in for four seconds, hold for four sets of four seconds and then release. to count the four seconds i say 'sah tah nah ma' and when i release i say 'wahey guru'. lol. i know its nuts but the words give me something to focus on and i think the solid vowel sounds must be soothing. this keeps my eyes and mind occupied and after at most 10 minutes of doing this i feel my eyes closing so i start to imagine some peaceful scene in my head and adapt that scene so that the sets of four are replicated e.g. in the flow of water through my mind or wind or whatever.
it often works to relax.
a warning though - if i do it more than 30 minutes i tend to get a little lightheaded so its not good to do it more than that. well for me anyway. at the end of whatever time you give it take as deep a breath in as you can (im usually surprised how deeply i can breath after relaxing like that), hold for ten seconds, breathe out comfortably and completely and then breath as normally anb comfortably as you can for one minute.
i personally am in love with this technique. i would really like to know if what it actually is as a technique though and alex you seem to know a lot about it?
good luck everyone with following alex's lead!