Anxiety and Thankfulness

I had never thought about the connection between getting rid of our anxiety (worries) and being thankful. I am a big believer in using a gratitude journal everyday but it is quite a challenge to thank God for my troubles. I did a brief talk at a women's retreat on the topic of gratitude and did lots of research. I found that even Mayo Clinic and other medical sites have articles on the benefits of being grateful  However, we didn't get into the topic of being grateful for EVERYTHING - even the bad stuff that happens to us!

Do you give thanks for ALL things? I would like to know how others have handled this scripture passage.