Having dealt with this for close to 25 years now, I'd be happy to share what I've learned (all of this is just from my experiences in learning about this)
Just like most things, there are varying levels of anxiety and varying causes, and thus varying therapys/treatments.
General anxiety (kinda jacked up all the time), social anxiety (nervous around people), situational anxiety (in church/restaurants/haircuts/etc.) phobias, panic attacks, etc.
For some, cognitive behavioral therapy (CBT) can be successful (sorta the things you mentioned), and having a med (klonopin) as a backup for those rare times that CBT doesn't do the trick.
But for some, like me, that didn't work...every day was a struggle, waiting and wondering and worrying about when the beast would raise its head...and then having to "give in" and take the stupid pill.
I spent a year like that, and said "f**k it, I'm not going to live like this"...which led me to see a psychiatrist (pdoc in the vernacular
). And, let me tell you....that was one tough decision for this hard-headed guy to make... "I must be a p***sy if I cant deal with this", or better yet, "I must be crazy if I need to see a shrink."
Most general practitioners (GPs) don't go any farther than a scrip for some sort of benzodiazapine (b-pine).
Many folks will scream "you don't need meds!!!", but I disagree....some do (not saying you do, of course). For me, my noggin' was great at eating up seratonin, so I needed something to slow that down.
It gave me my life back....I was truly fighting anxiety 24 hrs a day (dreams/nightmares), all day at work, etc.
PM me if you'd like...it can really be a nasty thing.