I've found Edmund J. Bournes book called The Anxiety & Phobia Workbook to be very helpful, but the "workouts" require A LOT of effort and commitment so it doesn't help if you just read it. The name of the book is a bit misleading, I think, for it doesn't concentrate on phobias that much IMO, for there're chapters about panic, PTSD, GAD, OCD, specific phobias etc. The book concentrates on changing the way we anxious people think and react. The approach is holistic, i.e. the book covers all the important areas for example excercise, relaxation, diet, medication, underlying reasons for anxiety and a lot of workouts. I think the book is great in the way that it doesn't try to be the ultimate cure for everything and doesn't give you just one answer. And I also liked the fact that there are questions in the book I've never thought about myself and they make you realise the ways you unconsciously think (which makes anxiety worse).
I think this book is quite good (I've read MANY of those self help books) but it doesn't mean everybody has to agree with me. If you want, give it a try. Best wishes,