All anxiety attacks occur to those who experienced a traumatic event or events. Trying self-help for panic attacks is recommended in addition to some kind of therapy. In combination, you could start seeing positive results and improvement in a shorter period of time than if only one of the two methods were tried.
The first thing to do in your self-help is the understanding of your own self. Try to discover what lies beneath that may causing the stress which often leads to anxiety. If you find out what the pattern is, you may be on the road to recovery.
Let's use the analogy of a person who suffers from such a disorder and a home that has a roofing problem which leads to leaking within. If the homeowner simply repairs the walls by changing the sheet rock and then painting, the leak will eventually cause the same results, damaging the interior walls, etc. But, if the roof is repaired, i.e. the actual cause of the leak is addressed and fixed, the interiors will not suffer any more damage and can be repaired without fear. The same can be said with someone who suffers from anxiety or panic attacks. If the root of the problem is discovered, then all can be resolved.
When an attack is on the horizon, deal with it by breathing deeply to control your heart rate. Then start thinking happy and positive thoughts. This could help push any fears away.
There are many things that can be done that will relax you and relieve some of the symptoms, and many of those are natural. For example, supplements, chamomile tea, aromatherapy and yoga can all be very helpful.