What we found most effective has been cognitive behavioral therapy with a psychologist. The goal of cognitive behavioral therapy is to learn to recognize negative thought patterns and to learn to change them. Recognizing feelings of anxiety in the body and learning to use breathing and relaxation strategies before reaching a crisis point is also really helpful.
I certainly agree with the observation that when kids are gifted and have access to advanced ideas but have age typical emotional maturity that asynchrony can be problematic. But the good news is that intelligence may also make it easier for them to learn to recognize how they are thinking and to learn strategies for dealing with it too.
I highly recommend these two books.
For parents:
http://www.amazon.com/Freeing-Your-Child-Anxiety-Practical/dp/0767914929 For kids:
http://www.amazon.com/What-When-You-Worry-Much/dp/1591473144/ref=pd_sim_b_1
