This may sound weird, but when I was in high school I had a strange method of relaxation that I swear worked every time.
I would sit by an open window, preferably a window that doesn't over look someones house etc, and take deep breaths. Also, Sitting forward with my knees apart and my elbows resting on my knees, usually helped calm down any nausea that resulted from the anxiety.
Lavender oil, even just taking a quick sniff with the cap off, worked instantly. I think I've almost conditioned myself to feel calm whenever I smell strong Lavender.
I also listen to Enya, and other relaxing cd's I have, songs that sound echo-y make me think of open spaces and make me feel less claustrophobic

All of this stuff helps, but the best thing I do when I'm anxious is talk to my mum. I just talk about whatever's bothering me, and ask advice. Makes me feel a whole lot better. This forum is brilliant for it, as we all completely understand what each other is going through and will never turn you away when you need help.