Do Nothing
Huh?
This might sound like the strangest thing to do. Surely if anxiety is causing actual physical reactions you need to take action, don't you?
Why do nothing at all?
Trying to actively avoid or stop panic attacks can sometimes add to the problem. You might end up being fearful of having a panic attack, thus causing it and adding to the fear-avoidance cycle. This in turn leads to fear of being in a situation where a panic attack might happen, a spiral which limits activities more and more.
How it works
By doing nothing and focusing just on the here and now you send your brain (specifically the amygdala) the signal that the current situation is not dangerous, retraining it to no longer react as if it were. Effectively you break the cycle.
The eventual result can be to take the fear out of everyday situations that might previously have led to an attack. Eleanor Roosevelt famously said in 1937, "The only thing to fear is the fear of fear itself." Wise words.