The obvious is being as practiced up as possible. I used to practice on my own incessantly up to and on the day of a gig (but I'd never practice with a band the day of a gig or even the night before a gig if I could avoid it... something about that seemed to make the gigs worse... not sure why). Feeling confidant that you KNOW your parts and can recover quickly from mistakes really is the best cure for a bad case of nerves. It also helps if your bandmates follow the same philosophy but sometimes you just can't control that so best to focus on yourself and realize that certain things are beyond your control.
REMEMBER... the audience is NOT there to see you fail. They are there to have a good time and are happy to just be standing in front of a band and having a fun night out. They are rooting for you and much more forgiving of mistakes (that most of the time they'll never notice anyway) than we are towards ourselves. For the judgmental dicks who MIGHT be criticizing you in their puny, petty little minds... f*ck 'em. They matter not. The point is those people out to have fun and you doing what you love. Be positive, be confidant, don't sweat mistakes (move on and don't dwell when they happen) and MOST importantly have fun. The audience will pick up on it and give it back to you which you can then give back to them and everyone has a great time.
The less obvious thing I used to do before every gig (and excuse me for being gross but it really did help me) is take a dump (yes a poop). As hilarious as it is this became so much of a ritual for me it was a band joke referred to as the "Good Luck Sh*t". I think just getting whatever is floating around down there helps significantly reduce the "butterflies" (and I have a sinking suspicion that what people refer to as butterflies is actually trapped fecal matter getting all jostled around from stress). IDK... it worked for me. It could get pretty nasty in some of the divier clubs who's bathrooms had more than questionable hygeine but I learned to "hover" when needed and kept a roll of TP in my gig bag (because baroom toilet paper is evil if it is stocked at all). Heheh.
I of course told that story for comedic effect but it is true. I am an extremely nervous person in general with bad guts but played at least 1 show a month for about 15 years (usually 2 or three and did many tours and crazy stints where I'd play 3 shows a night in the same or different venues). Can't beat a good old relaxing poop to get yourself feeling correct with the world and your place in it. lulz
On a more serious note some chamomile tea, valerian root or St. John's wort are of course good herbal relaxants that can help (be careful with such things though and don't try them the first time the night of the gig because they can cause bad reactions in certain people with pre-existing psychological conditions). Don't overdo it. You don't want to be sleepy... just take the edge off without dulling the sense too much which those remedies are good for. Try them out at a band practice first to see if they affect your playing at all and adjust accordingly.
There is also B12 vitamin stuff that can ease stress as well as exercise and meditation (do some jumping jacks or jog in place or do some push ups or whatever and then sit in a quiet room by yourself with your thoughts focusing on your breathing until you can widdle away the mental noise as much as possible). Of course staying hydrated in general is a natural stress reliever. Start drinking lots of water NOW and consistently and you'll just feel better in general. Eating well (fruits/veggies) again helps reduce anxiety. Coffee is murder on the nerves of course as is any caffeine or too much sugar in your diet (pop is awful).
Healthy body... healthy mind... less anxiety. That's all any froo froo book about anxiety worth it's salt is really gonna tell you anyway.
To me though, and this of course is the downfall of many artists... I drank beer. Lots and lots and LOTS of beer. I'd make sure I never got too drunk to play before the gig so maybe two or three before the gig (I had a high tolerance) and NO hard liquor... AT all. At least not until halfway through the gig or afterward (a hard task when you are playing Irish folk tunes and everyone is trying to toss whiskies of various kinds down your gullet as you play (on top of pints). Needless to say this all resulted in some hard core alcoholism after a while. However most people cannot drink like I did and play properly (and I played in many bands with many such people). The reason I could get away with it was because... yup... I practiced until I could play the damned songs even if I was on the brink of needing medical attention (of course I was no where near as good at that point than I was after only a few beers).
I of course am not recommending drinking to calm your nerves. It is a poor solution, especially for a first gig and is not a sustainable strategy. But if you can handle ONE beer just before playing then nurse a second one while on stage it can be a decent and reasonably safe nerve calmer. If you have an addictive personality or cannot stop after one... it ain't worth it.
Getting past the first gig and realizing the audience isn't out to get you in the end though is the biggest anxiety reduction and make it MUCH easier next time.
Have fun.