Coping and Processing
Many suggestions for coping with stress and anxiety, such as thought stopping exercises, can seem like they are not really getting to the root of the problem. That is, they can seem like they are helping you to ignore the anxiety, but are not helping you to deal with the underlying source of the anxiety. This is a valid concern that is frequently voiced by patients. Furthermore, it often gets overlooked in both self-help books as well as in the psychological literature.
Ultimately, you have to decide whether you want to try and cope with (suppress) something in a given moment or try and process (deal with) it in that moment. Both are difficult and both are appropriate at different times and for different people.
Among the most helpful coping strategies for dealing with anxiety are exercising, mindfulness practices (such as thought stopping and meditating), and using psychiatric medications such as benzodiazepines.
Among the most effective processing strategies are exposure (exposing yourself gradually to the situations that make you anxious, so that you get used to them over time) and psychotherapy (preferably an evidence based approach from a qualified provider).