The saying "forewarned is forearmed" really does come into play here.
If you're going into a stressful situation like a job interview, do you best to find out as much as possible beforehand. Ask around - if it's a big company, chances are someone on TSR will have interviewed for them before. It's a retail job, go shopping there! Google the company. Find out how they're doing financially.
The more you know, the less you'll be stressed. A lot of the time, I think it's fear of the unknown that unnerves us.
Something else I do, is to try and trick myself into thinking "I don't really care". The less important I consider something, the less stressed I'll get about it, and as such, the more confident and relaxed I come across.