Over the last few years Mindfulness, the process of active, nonjudgmental awareness, has exploded in the mental health field. It's a practice that's been proven to reduce anxiety, help with emotional regulation, and improve overall well-being. The goal is to become aware of what's true, moment by moment.
There are a variety of ways to practice mindfulness, including yoga and martial arts. The majority of research has focused on mindfulness meditation.
If you've never tried meditation, it can be an incredibly difficult practice. I've found the Stop, Breathe, Think iPhone app to be a great tool for developing a practice. The app allows you to "check-in," with questions regarding your mood and physical state. Depending on your responses, the app generates guided meditations that vary in length to focus on specific topics. Best of all, the app is free.