Music helps me relax a lot. I have a pretty wide variety of music tastes, but nothing chills me out and calms me down quite like smooth jazz. I love that stuff.
Cooking is also something I find calming, but only if I'm cooking something I know how to cook. If it's something new I'm trying for the first time, I often end up frustrated and confused.
A good cup of warm tea (I prefer white tea and chai tea!) is great.
Of course, a nice sex romp or self-pleasure session is good too.
I also occasionally get massages at my local Massage Envy - the locations are not all equal, but the one near my house is fortunately really, really good.