Frank, a lot of what you said I can relate to. Mainly the point of "always feel I am being judged and not good enough". Also the fear of making or having friends and the constant comparison of myself to others and never really being able to look at and appreciate my own life situation, and I also constantly worry about my financial, living, and relationship status'. It took a long time for my anxiety problem to surface (23 years) but in just this last year I have been able to make some changes and do therapies that really have helped (I can tell you about them if you're interested). One thing I always try to remember in my day to day life is that anxiety stems from a chronic physiological response to stress. The body changes in reaction to stress. Heartbeat increases, blood pressure increases, elimination and frequency slow down, and the body conserves energy so as to protect us from a potentially harmful event. And so, anxiety is a chronic issue where the body and mind are reacting as if they are in a state of stress--and this leads to problems because the body creates a stress response to rather mild/normal/harmless stimuli. So, knowing this, I am often able to recognize the feelings of chronic stress = anxiety. When I am able to recognize that my body is responding in an inappropriate way, it makes it easier to calm it down. It takes some self-convincing. You have to tell yourself that your response in that moment is not appropriate, that is the first step. Some examples of inappropriate responses to normal/harmless stimuli are racing heart, shortness of breath, excessive worrying, and feeling inadequate.
Once you are able to recognize these responses you can make the decision to change them. Start to think about your breathing...slow it down. Think about your feelings of inadequacy and tell yourself that you are just worrying excessively because of your body's inappropriate response. The more you take the time to do this in your times of stress, you will get better and better at it and develop a new pattern. The body will adjust to the changes you are trying to make and soon it will become your normal pattern.
No one wants to be told that they need to do "mental workouts" (which is what I call it because that is what it is). It is not easy. But, it can change and that is an encouraging thought.