Many people strongly advocate aromatherapy to deal with panic and anxiety. Lavender can have an especially calming and soothing effect when you smell it. You can find essential oil of lavender at many stores. Keep it handy and take a sniff when you start feeling anxious.
Try putting a few drops of lavender essence oil into some oil (olive or grape seed oil will do) and rub on your body. Keep a prepared mixture in a dark glass bottle for when you need it. You can even prepare several bottles, with a small one to carry with you.
Other essential oils known to help panic and panic attacks are helichrysum, frankincense, and marjoram. Smell each of them, and use what smells best to you, or a combination of your favorite oils mixed in olive or grape seed oil.
You may want to prepare yourself BEFORE a panic attack happens. When you're not in a panicked state, make a list of the things that you're afraid will happen. Then write out calming things that tell you the opposite of your fears. Then you can repeat these things to yourself when the panic starts to come.
Prepare a list of things to do in case of panicked feelings, and it will be ready for you when you need it. Fill it with lots of soothing messages and ideas of calming things to do. I find this to be a very helpful tool and am never without my small notebook that has these positive affirmations in it.
Panic can be a very scary thing to go through, especially if you're alone. Preparing for when the panic comes can really help reduce the panic, and even sometimes help to prevent it.
Another great tool to combating anxiety and stress is to use visualization.