Yesterday, I started re-listening to the audio version of
Matthieu Ricard's Happiness. He is a French neuroscientist turned Buddhist monk who offers beautiful insight into what he calls the "skill" of being peaceful and happy in the face of life's ups and downs. Unfortunately, he doesn't talk about anxiety at all, but I think his lessons about anger, frustration and jealousy are applicable to other difficult emotions too. His main point is that happiness is an internal state that you can (and should) achieve independently of life's circumstances, which are inevitably transient and hard to control (i.e., there's no way you can ever collect the perfect set of external conditions to "make" you happy). He also urges people to cultivate an attitude of compassion and kindness towards others as a key to achieving your own happiness. (For someone like me with self-berating tendencies, I'd extend that to treating yourself with compassion, too.)
Not surprisingly given his monkiness, he offers meditation as a way to develop this mental state - not necessarily trying to blank out your mind, but spending time being aware of the mind chatter, quieting it down, and replacing harmful thoughts with compassion. Interestingly, some of his old neuroscience colleagues (and others) have actually found a difference between the brains of habitual meditators and regular folks, I think using MRI. While the most mellow of all are those who have meditated for thousands of hours over their lifetime, the studies also show that half an hour a day can make a difference within a few months. So far, when I remember to stick with it, these techniques have proved quite helpful in calming my mind and improving my mood.
anyway, I highly recommend the audio version of his book, unless you hate the French; I get kick out of listening to his accent and enthusiasm. :)