A very simple trick... your brain can only focus on one thing at a time. Make yourself focus on good slow deep breathing. If you get anxious you will start breathing poorly, if you breathe poorly you will get more anxious. By focusing on your breathing you are making your body relax and you are thinking about something else besides how freaked out you are.
The long answer is meditation, or mindfulness exercises, or some kind of centering exercise. You can learn to become aware of your own internal physiological and psychological processes and learn to exert control over them.
LOTS of great advice here (and some clams about taking drugs, etc... just don't do it).
THIS quote here made me stop before reading the rest of the posts and say that HERE is The Real Deal.
My GF / wife is a classically trained flutist & singer who also TEACHES a class called Cracking Stage Fright (taught at Julliard in NYC, Rutgers, etc.).
She ran the full gamut of beta blockers before auditions. For us rockers? We've got it EASY compared to what classical musicians trying to land a symphony orchestra job have!
Especially a flutist, where an orchestra typically only has one or two. Talk about pressure.
Her class teaches about where stress, anxiety, nervousness & stage fright actually COME from and that it is not necessarily "bad". It is all about how we perceive & deal with it.
Basically it is our body giving us clues & messages, which is a good thing. I cannot even begin to summarize her class, but one of her mentors works with returning vets who have SERIOUS cases of PTSD and in many cases, after only a few sessions (sometimes after only ONE), their PTSD virtually VANISHES.
Now THAT'S Cracking Stage Fright.
The post above that I quoted here is THE best advice (along with knowing your material cold, of course, and having fun, connecting with the audience & enjoying yourself). Mindfulness, settling INTO ones body, FEELING fully & learning to FEEL fully, rather than avoiding, which is so often what we do as Humans when something feels uncomfortable.
Obviously, this is all best done LONG BEFORE any performance so we become familiar with that feeling of balance or being centered that can come from being truly clear.
Consider this; When we ALL come into this world as a little baby, there is no such thing as being nervous or stressed. This is ALL learned behavior AND is also often (almost always?) a response to some incident(s) or episode(s) early in life that imprinted this "response" on us.
Very like the war veteran who shakes every time he or she hears a loud noise. There ARE ways / techniques to entirely clear this energy. I've seen it & experienced it myself.
Creating a steady, daily practice of meditation is one way to give you a constant feeling and understanding of what we truly are when we are clear of learned or imprinted energy & the responses that we have to them. Basically, it is getting back to where we were when we entered this world, clear & free of the "stuff" that then gets heaped onto us daily...
Music is also one of the very BEST ways for us as Humans to get back to that early state of being free & clear. As musicians, we do Humanity a GREAT service! Remember that.