I believe we should always try to help ourselves before seeking medical assistance. Anxiety self help begins by avoiding self-medication. Alcohol and drugs may give temporary relief but they only mask the problem.  

Self help for anxiety and depression includes getting plenty of sleep, exercise and nutritious food. A healthy body promotes good mental health. Sleep helps to tackle problems in a refreshed state if mind. Exercise helps to burn off the excess energy that stress can produce.

Try these anxiety self help relaxation techniques:

Muscle Relaxation - Mentally scan your body, starting with your toes and working slowly to your head. Focus on each part individually and imagine tension melting away.

Visual Imagery - Suggest to yourself that you are relaxed and calm, that your heart is beating calmly. Imagine yourself in a favorite place or in a spot of great beauty. 

Relaxed Breathing - Practice breathing in a deep and relaxing way. Inhale through your nose and exhale through your mouth. As air flows out, imagine that tension also is flowing out.

If these anxiety self help techniques are not working and you are still experiencing a high level of stress and are not functioning well always seek the help of a physician or mental health professional.