Everyone here has good suggestions on how to deal with stress. The most important thing is, as Gulu said, to identify the source of your stress.
Are you stressed out because you don't seem to have enough time to get things accomplished? It may be you are heaping too much upon yourself and need to take some "me time," as several others have suggested. This can be yoga, deep breathing, journalling, praying - all good stress busters. Learning to say "no" can also save your life.
You might have a "Type A" personality or an internal locus of control. These are psychobabble terms for saying, you need to control everything. Do you get stressed out if things are out of your control? If this is the case, you need to come to terms with things that are out of your control. This is easier said than done, and you might want to get the help of a counselor of some sort.
On the other hand, stress can also come from not being enough in control. Are you disorganized? A procrastinator? Putting off things that need to be done leads to a lot of last minute scrabbling, which is highly stressful. If this is the case, then you might want to try some organization techniques, like making a daily to-do list (and following it), making a schedule (and following it), and breaking large projects down into small, easily handled steps.
Finally, if you are feeling a lot of anxiety, you may want to consult a psychiatrist, as someone suggested, as this may be a chemical imbalance. If nothing seems to be working for you, you might also want to see a therapist.