Exercise actually has a neurological benefit (as well as a physiological one). The endorphins released in our brains during exercise make us happier, and the feeling of accomplishment we get from regular activity can help curb anxiety.
Guided meditation can also help, since the entire point is to calm the mind and dismiss the errant thoughts that lead to anxiety and stress. Meditation can help you focus on your surroundings or be mindful of the present, instead of letting the background seep into the foreground.
Imagine that you’re in the most relaxing environment that you can possibly think of, whether it’s at home in bed or on the beach in the tropics. Wherever you think you would be most relaxed, stop and really put yourself there. If you’re at the beach, ask yourself how warm it is, and whether there are clouds in the sky. Are you alone? Is it quiet, or can you hear the ocean? The goal here isn’t just to paint a pretty, relaxing picture in your head, but also to get your brain working on those details—the more you do, the farther away your mind will be from whatever’s triggered your anxiety.