Controlling anxiety and arousal

Match control technique to symptoms As a rule, the best response to anxiety symptoms matches the symptom. If your concentration's jumping, physical relaxation is less useful than concentration techniques; if your heart's racing, focussing skills are less effective than breathing control.
Don't rely on one technique It's hard to tell exactly what will work best on a given day, and psych responses have a way of changing with circumstances. So most sports psych. advice suggests having a range of techniques ready to use.
Techniques for Physical symptoms (Somatic)
Relaxation Tense muscles demand physical relaxation techniques. Develop PMR or meditative relaxation to get a good feel for muscle tension. Cue general relaxation to a simple action and/or or key word for a quick response under pressure. Warm-up can also release tension.
Breathing control Hammering pulse and/or tight chest can respond to breathing control methods. Use Zen breathing, Centring or simple regular breathing to regain control. Centring is especially useful on the line as part of a pre-shot sequence.
Warm-up Vigorous or controlled warm-up and exercise can turn anxiety to energy.
Techniques for Mental symptoms (Cognitive)
Thought stopping If your thoughts are focussing on anxiety-increasing recollections or on off-line distractions, thought stopping works well. So does a bit of creative redirection - nothing stops your train of thought like starting a different one...
Mind clearing Meditative techniques that progressively clear your mind of distracting thoughts are ideal when your mind is jumping everywhere due to anxiety.
Focussing Focussing on something task-related is an effective way to cut down a bad case of mental butterflies.
The Black Box A classic worry control technique, with many variations. All are essentially based on considering each worry in turn, mentally 'filing' it for later reference (in a mental 'black box' in the classic visualisation variant), and leaving it 'in the box' for later action. The only rule is that you MUST go back after the shoot and sort the problems out, or your mind will stop believing your promises...
The quiet place Works by establishing a mental picture of a place associated with relaxation, feelings of success etc. Particularly useful when coupled with physical relaxation, as the physical relaxation is often present when you build your early visualisations. A simple variation is just to think back to a successful shoot or event.
Positive self-talk, 'affirmations'. Basically comes down to telling yourself you're wonderful - specifically, accurately and with examples.
Positive Imagery Using imagery skills to recall successful or positive events.
Back up to Anxiety page
When it works
When you've practised the techniques thoroughly in a benign environment.
When it doesn't

If you only apply these techniques when you're anxious, you just teach yourself that whenever you're trying an anxiety control technique, it's time to be nervous. So you get more nervous...

It really is important to rehearse this stuff off-line, and then learn to apply it under pressure.