1) Pick up a fun sport. Sport gets the endorphins going, gets your body working, makes you think better, feel more self-confident, etc. I take Karate for fun (hell I've been white belt for 6mo since I didnt take test) but it made me so much happier that I can't even compare myself now and 6 mo ago (don't go to the stuff like Tiger Sholmans, they are all crap, go to the cheap dojos, try a few out. Ask friends if they go.) Or play some soccer, football, basketball, just make sure to push your body just hard enough to get a good workout, definately past the "oh I'm out of breath I'm sitting this one out" play till you can't move the feet. :) Just know your limits.
2) Go out with friends, even if you are married, go do something completely useless with a friend.
3) Just sit down and clear your mind. Know that all the problems are always there until you solve them (or until you get help) but treat yourself to 5-10 minutes of complete ignorance and tranquility. Do this as often as you need it. If you need to do 30 min of work and 10 min of R&R do it! If your boss complains then tell him calmly that if he has a better way to get some stress relief you are all for it. As a human being he will understand anxiety.
4) Don't bottle it in. Talk to a spouse, a family member, a friend, a co-worker, anyone. Sometimes just letting it out can make you feel so much better. (had this happen recently, been dwelling on something for many many hrs, could not sleep, a 2 minute conversation with a co-worker just letting my feelings be known made me feel better, and in the end I just stressed over nothing. But it helped. Was not directed at the co-worker.)
5) I noticed crap food also adds to stress. Eat better. I drink water and juice (rarely), eat fruits vs candy, no fast-food like mcdonalds, burger king, subeway, anything like that, eat some cooked vegetables (for flavor). I noticed diet definitely helps. And it improves your health as a bonus.
6) STOP WORKING. You can't have your brain on full power 24/7. At some point it just crashes and if you keep pushing you will get bad results. Its why I can't drive for extended periods of time without rests, too much attention, too much brain power used, eventually I just start shutting down. Same with programming. I take breaks, read news, talk to co workers, get lots of work done, go home, see family. Do anything to shut your brain down for a small time. If you are working till 5am and you can quit (if you are good this economy means you have a chance to find a job) then quit. No crap job is worth your life.