I think it is important to first identify what is causing stress. If the stressor is something you can work on then meet it head on and do one thing that might make it better. Work towards conquering it.
Other times stress comes from outside sources and we are helpless against it and cannot do anything to alleviate it. Then we have to find ways to not let it take over our lives. Realize you cannot change the things causing the stress and try to view the stress in a different light and find something you can do to get our mind off of it.