The modality students use to complete programming-centric exams is shifting from paper to computer. We developed and distributed a survey to investigate how exam modality affects student perceptions of test anxiety and performance during programming-centric exams. We examine the distribution of modality preference among students and understand how students cope with test anxiety. We found a majority of students report at least moderate perceived anxiety (rating ≥ 4 on 7-pt scale) on paper- (69%) and computer-based (64%) exams. Though moderate anxiety was experienced by a majority of the students, we found 1 in 5 students had no strategy to cope with anxiety. Additionally, we examine how students perceived anxiety during testing affects their thought process and behavior. We found computer-based exams were perceived as more beneficial to the quality and speed of student's solutions and a majority of students preferred computer-based testing (67%). Lastly, we introduce possible technological solutions to benefit students experiencing test anxiety while not impeding less anxious students.