I tend to be a bit radical in my attempt to banish the nerves.
I'd watch or listen to things which put job interviews for example into real insignificance.
Motivational talks from those who have beaten the odds etc. I've not exactly gone into interviews not caring, but I've been far more relaxed than I normally would've been. I did this approach for exams too, although I've been very nervous for some of them naturally.
A diverse amount of responses so far. I like it.