I tend to have anxiety issues and this is what I do:
1) Cardio exercise is great for enhancing mood and relieving tension. It has the added bonus of be healthy.
2) Meditation. Clearing the mind and breathing exercises can be very helpful, especially if feeling panicked.
3) Distraction: Anxiety/worry is worse when you focus on it. If you have friends or family to talk to, it can be helpful to discuss another topic and get your mind off your worry. Engaging in an activity you enjoy (sports, video games, movies, music you like, etc) can be effective too. Getting out of the house is often essential - it's easy to dwell when alone at home.
4) Reading a book - helps me focus on something other than my problem.