Therapy has worked for me in the past as well as some medications (very low doses of psychiatrist prescribed benzodiazepines). Mostly I find that exposure to what makes me anxious makes it lessen, but I've yet to find a way to deal with my generalized anxiety as it'll often go hunting for something else to be anxious about. I cope with the generalized anxiety by trying to be as structured in my life to reduce the chaos and noise.