When I was living in Japan I would get home from work and take a hot, hot bath. Japanese style, so I would wash first, outside the bath, and scrub off all the stress of the day. Then I would ease into the bath slowly...sit with just my feet in at first, until my body temp had adjusted to the heat. Then I would get in and sit so the water was up to my neck (easy in a Japanese tub as they are really deep), submerged as possible, and deep breathe... For this I made up a kind of visualisation exercise that really helped me let go of the day's anxieties. I'll try to explain:
I would start by deep breathing in for four and out for six, or eight if I could. ( If you can pause for two before breathing out, that's even better. So in, two, three, four, pause, pause, out, two, three, four, five, six, seven, eight. (The idea behind the longer exhalation is to exhale any "stale" air at the bottom of your lungs, so to speak, and replace it with fresh oxygen to feed your brain and body. Not my idea.))
Once I had the breathing settled, eyes closed, and was focussing on that, this is what I did next: on the inward breath I would visualise pulling the black, toxic anxiety out of my limbs and into my chest. For example, I would start with my left leg, and I would visualise my hands reaching down through my leg (inside my body) to my foot and dragging all the stress upward (again inside my body) as though the stress were a black cloud that I could drag out of myself. With each mental movement I would drag the black cloud to my chest, and then on the outward breath I would visualise breathing the black cloud out. If I felt I hadn't quite emptied my left leg of stress, I would repeat the movement on that limb, then move on to my right leg. And then my arms, my head, my abdomen, shoulders, etc. Each time I would breathe in, dragging the stuff to my chest to be exhaled as a black cloud that floated away from me.
I don't have a bath tub now and boy I miss that ritual... But I still do the breathing exercise when I'm stressed or anxious and especially if I can't sleep.
When I was pregnant with my second child I was suffering terrible anxiety and I tried self hypnosis using CDs. Self hypnosis is just guided meditation under a different name, really. I also listened to affirmations on a daily basis (these were birthing affirmations) and they really helped me so much. (I can't recommend hypnobirthing enough if anyone's pregnant or planning to have kids!) But my point is that the regular listening to affirmations was really helpful... I think I read that you need to hear something 47 times for it to become part of your belief pattern... I can definitely attest to that... Repeated listening to the affirmations definitely changed my way of thinking. There are self hypnosis CDs and affirmations for anxiety out there and I think it's worth shopping around for something that sounds like you may enjoy it. I think that finding one that sounds right for you is important, too.
Hope this is helpful.