Yoga. Do yoga. Go to a Yoga Studio, not a gym or a DVD; a studio. Find your balance, find your inner peace and just let it go. Really. This is transformative for me. That and Zoloft.
I don't know how yoga compares in particular, but there is loads of research backing up meditation for stress relief. It's not mystical hoodoo. And of course mixing in physical exercise can't hurt.
