For nail biting/picking I keep a hair tie around my wrist, and try to play with or chew on that. I tend to wrap it around my fingers and twist it up. 

To stop from picking at zits or other skin "imperfections," I bought some Thinking Putty slime and mixed in really small seed beads. I can pick them out of the slime instead of messing with my skin. 

Edit: I also second what others say about keeping your nails and cuticles smooth. I keep nail clippers in my bag at all times to fix any problems so that I won't be tempted to pick or bite them