I sometimes put a drop or two of Lavender Essential Oil on a tissue or cotton ball and put it inside my pillow case. The last couple of times I found it too strong to be near my nose at night, so I used one drop only. I've only bought one brand, the bottle is lasting me forever, but I don't recommend the brand I have, I'd try another if I bought it again in the future.
The brand I have is NOW brand, and I bought it in a health food store, it's 100% pure lavender. But the scent surprised me, it's not true to a lavender flower, it's not as nice at all, and I love the scent of real lavender. It was one of the lesser expensive choices on the shelf, next time I'd pay more....but not guarantee I guess that the oil would smell like the flower.
It does seem to help you relax though, and I've read about people also using a little diluted oil on their pet's collars, beds, etc. for anxiety. Harmful to pets though to apply full strength, especially near their face, noses, etc. They sell oil diffusers, that's probably the best way to use it, and keep it away from your face.