A few years back I decided that I couldn't handle living my life the way I was. I was letting my Panic and Anxiety control me. So I enrolled in a 12 week program that was going to teach me how to deal with my thoughts when I became nervous, anxious, etc.
It was the best thing I had ever done in my life! The course used the book:
Dying of Embarrassment: Help for Social Anxiety and Phobia
By Barbara G. Markway, Ph.D., Cheryl Carmin, Ph.D., C. Alec Pollard, Ph.D., and Teresa Flynn, Ph.D.
I've found that this book has done more for me than any other self-help book that I have ever read. I've recommended it to many friends, and they've all found it a benefit to them.
It's been years since I took the course, and I can't say that I don't have any anxiety, but I've not had a Panic attack since, and I've learned how to deal with my anxiety through the exercises in the book. I still go back and read it when I feel particularly anxious, like I have been lately. Just to remind myself of the ways to avoid an attack.
Everybody has what works for them, but I'd recommend checking out the book, or some sort of anxiety/panic disorder program. You'd be surprised at the freedom you feel when you can do things without anxiety/panic holding you back.
Good Luck!