Exercise, exercise and more exercise. That seems to help me the most (I'm told I get very cranky to be around if I don't train regularly.)
I also fall back to watching familiar comedies, Father Ted (though thinking about Dermot Morgan's untimely death leaves a bit of a pang) Spaced, The Fast Show, Fawlty Towers and, more recently, The Big Bang Theory and Two And A Half Men helps me. I think one of the key things is to keep your mind off the negative stuff as it's a definite spiral if you do. Alcohol never seems to help me if I'm stressed (it is a depressant, after all) it always makes it worse though it took me a while to realise it.
I'd also highly recommend the Paul McKenna's stress control hypnotherapy book/CD. Yoga and meditation/relaxation classes too if they're not too expensive. Try a few things and see what works best for you.