I'll second that on the exercise. It helped me a lot, especially at the beginning of my quit.
Here's another thing that I still have to remind myself of from time to time: I'm not always going to be full of positive of even neutral emotions. Sometimes, I will feel things I don't want to feel--all those scary emotions like anxiety, sadness, anger, grief, fear, etc. It's just part of life. It's totally OK and normal to feel anxiety sometimes. It's just a sign that you are alive and human.
So, sometimes, instead of fighting to make that feeling go away, I simply acknowledge my "negative" feeling and accept the fact that it might be hanging around for a little. That eliminates my need to "do something" about it, like argue with another, smoke, etc. For me, giving up that internal battle to make the feeling go away also reduces the intensity of that feeling.In fact, I very often find that the feeling will be gone a short time after I have simply acknowledged and accepted it.
Another technique is to simply observe the emotion (anxiety, in your case). Notice what your body feels like when you are feeling anxiety. Where do you feel it? In your head? In your gut? Somewhere else? What does it feel like? Hot? Cold? Like butterflies? Like a rock? Does it change as you describe it to yourself? What changes are happening? ...and so on. It seems kind of weird to do this, but this technique allows me to be somehow more detached. And the detachment is what keeps me from raising anxiety levels further and panicking.