To be honest, I don't think it makes that much of a difference in my game at all. I hit good and bad shots under pressure and I hit good and bad shots when I am out all alone on the course (and I do the breathing thing when I am on my own as well ... it's less about pressure, it's more to make me focus and put all technical thoughts away as well) . It's more that the pressure shots stay in my memory longer, the good ones as well as the bad ones. The only trap I can get into (and then I really tend to hit way more bad shots than good ones) is when I do get nervous but don't really realize it consciously. Then I start to rush things.
One of the problems I find with golf is that however careful I am, a certain percentage of my shots will be poor ones, and these poor shots occur more or less at random. To a large extent you just have to learn to accept these without getting angry about them. Even the top tour pros occasionally hit shots that would embarrass a 28 handicapper. The margins for error are so small that you can't expect to play perfect golf all the time.