When I'm really stressed, I like to be alone and listen to music/sing, I'll do this at home if I can, otherwise I'll go on long drives along scenic routes and sing in my car. Sleep helps if I'm exhausted, and some cold craft beers and movies help if I'm thinking too much about negative things. If it's more of a long term funk, going on nature walks and exercising outside daily helps to boost my spirit quite a bit. I always prefer to treat the cause of the stress over the symptoms though, long term suffering is bad news, my college days were full of it.
Being alone listening to a mp3 I have called "rain and thunder" while lying in my bed under my weightened blanket in darkness (or as dark as possible)
Or taking a hot bath with essential oils in candle light.
Or taking a long walk in a forest.
Or just putting some color on a paper without trying to make it into any specific.
Listening to music I like or angry music.
Taking a bath.
Just chillin alone in front of the internetz or the tv.
Spend time with someone who makes you laugh.
I tend to use music to help me deal with the world, but when I've had a rough day, I just need to get away from people. It would be better if I didn't have the internet, because I just stuff around, surfing randomly. That never helps anything, and only makes me more frustrated. I know I would feel better if I rode my mountain bike, or did anything to get out of the house, but if no-one makes me leave it, I'll be in my room: It has my computer, my HiFi, and my guitar.
If I think my housemates aren't home, then I will stomp around the house, making a racket, punching door frames, and other hard points that won't take damage, bellowing my frustrations. It usually makes me feel a little better, particularly if I know what is frustrating me.