The term is from the Latin for fear of the marketplace. Agoraphobia has now been more specifically defined by mental health professionals as intense anxiety about being in situations from which escape would be difficult in the event of an unexpected problem. That's why the first step is to establish the type and severity of anxiety disorder you are dealing with. As you may know, there are many antidepressant, anti-anxiety and other drugs on the market that provide a wide range of therapeutic effects. Paxil is an antidepressant that has also been shown to be effective in some people with panic disorder.
Relaxation is key to all three behavioral approaches.
There are many ways to learn how to relax, including mediation and some types of yoga. Psychotherapy, especially in combination with drugs, has been shown to be more effective than either one alone. Peer support groups also can be helpful. Practicing relaxation is a very effective tool for everyone in being able to cope better with daily stresses. As a doctor, I've used meditation for many years to get me through some very anxious times when a patient has been very sick.