What's effective for helping to prevent anxiety disorders?

Anxiety. You can't really prevent true anxiety disorder. Except, for example if you never have any traumas, you most probably will never suffer from post traumatic stress disorder. But other anxetity disorders, like generalized anxiety or social phobia, have significant biological/genetic basis. If you alrady have some anxiety, you may help it by exercising healthy life style (little coffee, no alcohol etc.
In general. Medications that raise serotonin and long acting benzodiazepines can help to prevent anxiety.