Masturbation. Works wonders Otherwise, do you like reading/writing/drawing, etc? Those can be good for getting your mind off things.
Work out. It's what I do. There's nothing better than lifting or running off some steam. And you feel good about yourself afterward.
First you need to identify the source of your stress, is it work, study, probems with your family, your sexuality, etc. Once you have pinpointed the source you need to break it down in to bite sized chunks and prioritize and try to get some perspective on the situation. Can you give us some specifics? You can PM me if you don't want to talk on the forum.
I like to run when I'm stressed, getting some fresh air and getting some endorphins going always makes me feel better.
Going to bed early, huddling under the covers and watching tv until your eyes can't stay open any longer I find this also works to get rid of my sporatic depression
I sleep. Or read. The sleeping may not be the healthiest response but boy do I enjoy it! Maybe it's because my everyday stress is worsened by not sleeping enough, ever.