Just like similar stressors can cause vastly different outcomes in different people, similar treatments for stress may not work for each person. Each person's stress will need an individualized treatment to get the best results, and your doctor or therapist should be able to help guide you.
While the obvious answer may be to eliminate causes of stress from your life, that may not be feasible. Someone who is being caused significant stress from their job usually cannot just quit or change careers. Changing the lifestyle around the stressor is a good place to start.
Simple lifestyle changes can often have a dramatic effect. Eating healthy, getting regular exercise, and getting on a decent sleep schedule can greatly improve symptoms of stress. Limiting the use of alcohol, nicotine, and caffeine especially can also help.
Certain activities are proven stress relievers, especially exercise. Getting involved with physical activities such as yoga, tai chi, and meditation can help.
Learning to take breaks to do the things that you enjoy is helpful. Scheduled leisure or family time should become a top priority. Making a dedicated effort to reconnect with hobbies, friends and family, and intellectually stimulating activities is a must.
Sometimes stress can't be treated just with lifestyle changes. Treatment with a therapist can help change behaviors and provide a willing and helpful ear to help figure out problems. In cases of clinical anxiety or depression, your doctor or psychiatrist may prescribe you an antidepressant or anti-anxiety medication to help you start treatment.