I take magnesium in the form of trace mineral drops. These are de-salted sea water deposits. Besides magnesium they contain other rare trace minerals which would otherwise be difficult to obtain, particularly lithium which has quite strong evidence of mellowing mood.
The liquid form leads me to believe they absorb well but not sure if that's actually true.
Edit to say I believe these drops have reduced my anxiety and improved relaxation. If nothing else I sleep better due to the mg (no more Jimmy legs).