Yoga can seriously help master anxiety from weed. Or any kind of exercise really. Sometimes I just need to pull myself together physically and then i feel better mentally. Even a few pushups can do wonders. Breathing is key... doing something active enough to raise heart rate for 20 minutes or so beforehand will make a huge difference in my anxiety levels when I vaporize or smoke.
Also: Changing your strain or dosage can also help massively, as mentioned above. Some do really well on indicas because of the lack of mental stimulation. I've had pretty strong trip outs on indicas with a low tolerance though! ... and on the flipside if a sativa high is "clear" enough with a bit of euphoria, the abundance of focus/clarity makes the excess mental energy downright pleasant, rather than overwhelming. The problem is with sativas that are more clouded... then there's all this extra mental energy but I'm left lacking the focus/clarity necessary to form organized trains of thought. The result is a cluster fuck of anxious thoughts that sometimes degrade even further into fragmented thoughts that give me paranoia.
I'd say mess with strain changes and dosage changes as well as working with some form of grounding/exercising/cardio. I know that everyone's ability is different so I don't want to make any assumptions about ability, but even just getting outside into nature for a halfhour or more can do wonders for this sort of thing.
Anyway that's just my experience... everyone's situation is different and it has different results for everyone!