First you need to know what stress is?

Stress may refer to: The management of a stressful event or situation by the family as a unit, with no detrimental effects on any individual in that family.
Biologically we can place stress into 3 categories:
1) Chronic stress, persistent stress which can lead to illness and mental disorder
2) Eustress, positive stress that can lead to improved long-term functioning
3) Workplace stress, stress caused by employment
I will not go beyond this and explain the three types because this thread seeks for stress relieving, not defining stress

.
I consider 2 things that could help relieve stress:
1) Physical
2) Spiritual
For those who are ardent muslims and trust no one but ALLAH SWT, they may not need any other source to over come the stress and that is the spiritual type. And those who believe that they can overcome everything if they put in efforts, the physical type is a better option for them.
Personally I am a religious person and would not go for physical resorts and would only stick to the religious aspect.
Meditating to Allah SWT, offering prayers regularly, and recitation of the Glorious Quran are the facets of our wonderful religion that when one is deeply into such practises, the worldly stresses and strains become secondary and at times tertiary. So when you are totally devoted to religion and to serving ALLAH SWT, there is no force in the world than can put you through stressing loads.
I admit that evne though, I still feel stress at times. This simply means that I am not 100% into believing what my beliefs are. So my quest is to get more spiritually close to ALLAH SWT and forget what this material world has to offer. Inshallah I have full faith in Allah SWT that if I take one step, He would come to me by 10 steps.
I pray that all of us who are muslims, put their energies into fullfilling he job they were sent to do.
Wa akhiru ddawana, anil hamdolillah e rub bil alameen.