Buddhism uses meditation as its central technique, and has explored it for over 2500 years.
One of the best books on Buddhist meditation is How to Meditate by the American Buddhist nun Kathleen McDonald. Meditation by the English Buddhist Kamalashila gives the theory and practice in great depth.
Although Buddhism has developed meditation most profoundly, other religions
including Paganism use it as well. It is also popular with non-religious people as a
way to combat stress.
Most of our anxiety and stress come from two sources:
We actually experience the present moment remarkably little, because we are generally day-dreaming about something else or planning our next move. Meditation makes us experience life as it is happening for a while. This turns out to be remarkably refreshing.
Visualisation is a related technique, much used by Pagans who often call it
"pathworking". Follow the link on the left for more about this.