I enjoy being outside to deal with stress, something about being stuck inside all of the time only contributes to my stress, so a nice walk outside is always relaxing. This may or may not be possible depending on where you live, but I'm out in the country so it seems to work for me.
Also working with my hands (dirty jokes aside), is very relaxing. The process of building something with my hands, even if its just a bookshelf, or restringing a guitar, is relaxing for me. It takes my mind off things while I focus on a task for an extended period of time. An idle mind leads to stress sometimes.