1) Attack the problem. This works with some problems (Work due soon: Get work done. House is a mess: Clean it up. Etc.) but not with other things (Family member is a sponging good for nothing).
2) Improve the state of the mind by working on the body. Food, exercise, sleep, and time alone with my wife are my favorites (not in that order).
3) Improve the state of the mind by working on the heart. Time with kids, wife and friends does this for me.
4) Improve the state of the mind by working on the mind. Work (sometimes), reading, video games, Internet fora, time alone to think (often combined with exercise), shooting (practice, training, competition).
5) Relaxation with retail therapy. Sometimes making a Costco run is therapeutic even if I'm just shopping for groceries. It seems to satisfy the hunter/gatherer in me.
6) Turning the mind off with TV, movies, and passive Internet surfing (distinct from contributing to fora).
7) Turning the mind off with beer, wine or liquor.
Note that booze, retail therapy and food can cause more problems than they temporarily alleviate. Drinking, spending and/or eating myself into drunken fat insolvency isn't as amusing as it used to be when I was younger.