I've been getting pretty anxious/stressed myself lately and trying new and old ways to deal with it.
If you've got the time, I finding reading a book full of ideas or themes that you care about to be a good way to handle things. Something hopeful, pleasant, etc. I like to re-read any off of my 'favorites' list (LOTR, Atlas Shrugged, Gates of Fire..). If I'm anxious and stressed I probably am hugely lacking in free time so this one doesn't really work very often.
Make finding new music a habit. I listen to a lot of ambient electronica, jazz, classical and gregorian chant. That last one is a big help.
I try to sample a lot of different kinds of teas. I found a Rooibos apple cider tea that's really great. I'm a believer in all the healthy benefits of anti-oxidants, etc.
Take up pipe smoking! Healthiest choice you can make! A thousand smooth, tasty blends to sample. Just sit and puff slowly. "Smoke your pipe and be silent; there's only wind and smoke in the world." I didn't appreciate how pleasant and soothing the process could be until I actually started doing it regularly.
If it's chronic anxiety, it's worth consulting your physician about some prescription solutions.
But just don't lay there in bed staring at the ceiling. Either sleep, or get up and do something.