Absolutely! I had a horrible time with anxiety that peaked in 1999 when I was almost housebound and having at least one panic attack a day... my avoidant behaviour was so bad that I could barely do anything. Even watching certain TV shows was enough to send me into a panic.
Anyways, what I did was cognitive behavioural therapy (CBT), which worked amazingly well. Like, night and day well. It takes a bit of a commitment and effort, but it is something you can do at home by yourself without having to pay huge amounts of money to a therapist or anything like that. The course I did was a 16 set tape / CD course called "Attacking Anxiety" by the Midwest Center for Stress and Anxiety. Essentially, the idea is that you listen to a relaxation tape 1-2 times per day, and then every week you listen to one cassette / CD and work on the exercises it gives you. I really can't recommend it highly enough, bud... it changed and saved my life. I probably would have killed myself were it not for that course.
The thing is that the course is actually really expensive ($350 or so, I think). I bought it second hand for a lot less ($120) on eBay, but now with torrents, you can find it on BitTorrent sites all over the net. Do you know how to torrent? If so, here are a couple of links:
If not, let me know, and if you're interested, I can totally burn the course on CD / DVD for you and send it to you for free. Actually, I'll probably just buy a $5 keydrive, put the mp3s for the course on there, and mail that to you. The best part of this course is that I never needed to go on medication, which is something i really did not want to do (although you can totally take medication and do the course just fine).
Let me know if you're interested and if you need my help to get the materials. Seriously, I'm really happy to help and it's not an imposition at all. Given how amazing it was for me and how dramatically it gave me my life back, I only want to share that with other people who are struggling.