When I'm stressed out, I usually clean. There's just something methodical about dusting and vacuuming that eases my mind. I think it has something to do with the whole "clean house, clean mind" idea. I also read a lot and write a lot to get my mind off of things. On nice days, I take the dogs out to the backyard and play with them. One thing that really helps me with stress and depression are my pets. I have four dogs and a cat. They always manage to refocus me.
I've tried meditation but I know it does take discipline. The hardest part about meditating for me is that I haven't learned to just let go of what's stressing me out enough to forget about it while meditating. I know I'll get the hang of it eventually. For now, another remedy I have is putting on storm noises (like those CDs that play storms). It just calms me down and makes me feel better.