One thing I have learned to do is to scan my body for any pain, anxiety and loosen it and let it go.
So to start, you need to sit or lie in a comfortable position. Close your eyes and take a few deep but full breaths – so from the pit of your stomach to the top of your neck each time. You should be realxed by now.
Start at your head and start to scan downwards, to the shoulders, to the torso, to the legs and finally to the feet. With each bit that you scan down on, look out for any pain, tention, stress points etc. If you get to one, just say to yourself, I am letting this pain/tention/stress point go. And breathe it out of your feet. Let it go.
I have personally found this to work for me.