I have anxiety and depression. I'm prescribed medication for it but I've never done counseling due to the cost.
The best thing I've found is to stay busy and keep my mind distracted. I like to read a lot and that helps me focus on something specific.
Otherwise, activities with the kids, running errands when you start to feel anxious.
Go out with friends.
I've heard exercise is great for relieving stress, although I'm not big on that and if you consider it, I'd suggest talking to your ob first.
Otherwise, there's times I can't suppress it and I have to just allow it and deal through. Most of my attacks happened late at night and everyone was asleep so I had to just quietly talk myself through it.
Another thing that helps is thinking through everything. Allow your mind to wander through everything you're worried about or stressed about and think up the "solution" to each issue.
Prioritize what the easiest, quickest thing to handle would be all the way down to the more time consuming, difficult thing and physically try to work through each fix in real life. Proactively doing things to make life less stressful helps so much. Even if it's not things you're able to just "fix", even viewing it as separate issues breaks it down so it's not one huge weight on your shoulders.
The last thing is make sure to take care of yourself. Treat yourself often. Get a manicure or a massage. Take an extra long shower. Binge on snacks every once in a while. Do little pick me ups for yourself.
I hope this helped a little. Anxiety is the biggest B ever.