You answered your own question by mentioning brave men. Courage is the key to confidence.
Courage is the answer to confidence, however we need anxiety otherwise we would all live in a state of retardation. Anxiety is your body's way of telling you, hey, something is wrong here, and YOU need to fix it.
But here are a few simple methods of loosening tension: Yoga, meditation, exercise, lots of water.
Also, know what it is you're stressed about. What's the source? Once you know that, you can focus on it so it doesn't affect other parts of your life.