Shooting works wonders, but it's expensive (though if you use a 22, not TOO bad)
I hate running, but I like biking, that seems to help for me.
Enjoy some ear damaging Loud music, nothing like a mosh pit at a good concert to get your mind off of things
Snowmobiles! Even if it's just in a circle in your front yard, lol
video games have some effect ... though sometimes they can add to the stress ... stay away from MMO's....
Good TV/Movies are good! Watch some Band of Brothers....
Read something (Band of brothers is a good read!)
And of course the most obvious, but that often includes a whole new source of headaches/stress ... get laid!