Supplements like gaba can slightly help with anxiety but they won't do wonders. The best thing to deal with anxiety is to try and understand why the anxiety is happening in the first place and address the route of the problem.
Yoga and meditation is one of the best things you can do to prevent anxiety. We live in a go go go fast paced lifestyle. It's very easy to feel overwhelmed. Practice closing your eyes and take 5 deep breaths every couple of hours. It will go a long way in calming you down.
I train a lot of people and every time someone has had anxiety, it was at least partly due to stimulants. If you suffer from anxiety, stay away from stimulants as much as possible. They will only make your anxiety much much worse. Drink decaf coffee instead of regular. Use a stimulant free pre workout. Etc.