One is exercise: the stress response prepares us for action, and physical activity helps direct that energy somewhere helpful, reducing cortisol levels and returning the body to its normal state. It is no coincidence that exercise is one of the most powerful antidepressants, too.
Secondly, relaxation exercises can help offset the involuntary effects of stress, bringing them to your conscious mind and allowing you put them into context.
Lastly, Cognitive Behavioural Therapy (CBT) enables you to examine and adjust the link between the way you think and the way you feel, allowing you to ‘switch off’ the automatic stress response in situations where it is not strictly warranted.