Doing sport at least once a week is the best way to reduce stress. It helps your body produce endorphins, which make you feel good. Even daily walks of 30 minutes can help reduce stress levels but it's even better to work out intensively. Even if you don't feel like it at the time you will feel the benefits afterwards.
Joining a sports club could also help with stress as the regular contact with other people should help improve your mood.
And why not try yoga? It's a great way to ease your mind and relax your muscles.
3. Meditation