I've struggled with anxiety for years. This is mainly due to the fact that I have autism. However, I've found that apart from prescription medication, some common sense, home remedies can help as well:
1.) Go to bed early (by 9:30 pm, or 8:30 when it's Daylight Savings Time) and sleep at least 9 hours. I know this is pretty simple and obvious, but it is by far the most effective way to reduce anxiety.
2.) Take a warm bath every day. It costs a heck of alot less than a massage, but it's just as effective.
3.) Avoid caffeine, nicotine, alcohol and other addictive substances. Also simple and obvious, but again it makes a huge difference.
4.) Avoid cold food and drink. Cold makes the body contract, and therefore makes the body and mind more tense and anxious. Hot milk (preferably whole) is also a great food to help reduce anxiety.
5.) Avoid being cold in general (like cold weather) for the same reasons.
6.) Do something relaxing every day, like yoga, meditation, etc. If you want to learn to meditate If you want to do yoga, just look in the yellow pages - yoga classes are everywhere.
7.) Get some cardio exercise each day (walking, jogging, etc.).
8.) Give yourself a hug.