One of the ways I cope with stress is by taking ballroom dance classes. I have a standing weekly class in my calendar. There are some times when the day gets away from me and I think, "If I cancel my dance class, then I'll have more time to do ___________________." And sometimes I actually used to cancel them and end up being more stressed and frustrated. Now that I keep my weekly dance class, I find that it's a fantastic stress reliever for many reasons.
First, not only is it exercise, it's fun exercise. They play great music and I'm not stuck walking on a treadmill.
Second, the instructors are very friendly and funny so even after a really bad day, they can make me laugh and forget about the outside world for an hour.
Third, once I started going regularly, I started making friends. So now my one hour dance class can sometimes turn into going out for coffee with a few other people afterwards so I now have a social network to share things with.
Stress relief doesn't have to be serious!