I would say that yoga is definitely worth a try. It works pretty darn well for me. Kundalini yoga on weekdays + cannabis on weekends is an effective combo IMHO for stress relief.

Kundalini yoga offers very effective relaxation/meditation methods that are time proven and that you can use in any situation. The only catch is that you really have to get in to it so that it will work: Daily practice is a must; it will take two or three weeks until you really start to see results. Alternate with some other more intense physical activity (Astanga Yoga or walking/running) and most of life's daily troubles and hassles will get their volume turned down quite a bit.