Tony had a very informative post about learning to relax, mentioning a number of techniques. I have done tai chi classes, one of the approaches he mentions, and found them wonderfully relaxing.
Tai chi is an ancient Chinese approach to getting in harmony with the world around you. A variety of approaches, or schools, of tai chi exist. Some are considered martial arts, but true tai chi has nothing to do with fighting. My instructor traced the version she practices to the ancient monk creators of tai chi and she called people who practiced martial arts versions of tai chi “evil perverters.” 
She had us do a variety of graceful movements in an imperceptibly slow way. In our break-neck-speed world, we’re accustomed to moving fast.
Try moving as slowly as you can, almost imperceptibly slow. It is much harder than it sounds (my wife couldn’t do it, she kept rushing through the exercises) and it forces you to concentrate on the moment to such an extent that you really do leave other worries behind; at least I did.
I would leave class feeling so loose, so relaxed, that I found it offensive to get in my car to drive home, it all seemed too fast and out of harmony with nature.
I love tai chi and highly recommend it, but try it for yourself, it may or may not be right for you.
We all relate to these relaxation approaches in our own way. Tony mentioned how he loved yoga. My wife does Pilates to relax. When I was a student, I used meditation techniques taught to me by Jesuit teachers I had known.
The important thing is not to do what I like, but to find what helps you relax, because as Tony wrote, tension really can kill you.
John
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