For me it's all about state of mind. Never smoke if you have something to be anxious about in the first place. Use it as a compliment to an already good day.
Easy way to counteract the negative effects is to distract yourself with something for the duration of the high. This is why watching movies and playing vidya is one of the best things to do. You'll find that when you're smacked, you'll only be able to focus on one thing at a time, but you start focusing on it really hard. That's why you tend to get into your own head about things, and where paranoia stems from. Nasty, intrusive thoughts start becoming your reality, and you have to assume for all intents and purposes that they will happen inevitably. If you can find something which will hold your interest for long enough, that will be all you'll think about, make sure it's positive. Comedy is great for this, having the giggles is a great experience.
Better yet, if you have the knack, do something creative or artistically productive. Practice your instrument of choice, draw something, write something. Hell, just whistle a song you know all the way through if that's all you can do.
Finally, if you're just the kind of guy who can't get comfy while high, try a much smaller dose. Like, one hit that's it. Just have a puff and go back to doing whatever it was you were doing.
Give that a try, and have fun.