The wonderful cellist of 30+ years with the Saint Paul Chamber Orchestra, Joshua Koestenbaum reveals a trick he learned from a bio feedback expert while at Yale University. He claims it has been effective for him in combating "cold hands" syndrome, which is the result of performance anxiety or "stage fright."
I have tried it myself and it really works. And in my experience it also fits nicely with the breathing exercises I recommend which help control the adrenaline surge performers often experience.
Check out this short video describing this breathing technique and "nerves" in general.