David Bowie's Low is very good to wind down to, and his instrumental collection All Saints. I find Kraftwerk's Radioactivity album is also fantastic and Radiohead Amnesiac, Thom Yorke is very soothing.
Sometimes, if like me you can't relax to the usual relaxation music, it's better to switch off to some music that you have in your CD collection, but less vocal. I find when I am extremely anxious the lyrics to even my favourite songs can exacerbate it.
I find that unless you take control of your mind before the anxiety becomes somatically debilitating, you won't know that you can. For me, it takes insight, and I am still learning to live with it. When I am very unwell though, nothing is better than Valium and listening to well made music. maybe it is just a matter of knowing where the decisive point is when you need medication as there is a nationwide benzodiazepine clampdown happening in the UK. Sometimes it's good to find alternative means to relax, and I am glad to say I have learnt how to use less benzodiazepines and switch my stimulus to something effective.