Ocupado means busy, but preocupado is worried.
Well, you have the choice of "ansioso/a" or "nervioso/a". Just like "anxious" and "nervous" in English, the difference for the most part is a matter of degree.
You can also use the expression "tener ansiedad", to have anxiety. A lot of the things which you are in English (hungry, tired, afraid, etc.) are things that you have in Spanish.