Instead of taking all those pills everyday or smoking every time things don’t go your way. Try heading to the gym. Exercise can be a great way to relieve stress. When you exercise your body releases endorphins which will turn that horrible day at work, into a not so bad after all day. The next time you feel stressed or tired, try going out for a walk or run. The American Council on Exercise says that exercise is one of the most effective methods of stress relief.