Shed the superman/woman urge. No one is perfect, so don't expect perfection from yourself or others.
Learn to relax with walking, a sport, meditation, yoga, tai chi, laughing, singing, etc, and practise regularly.
Visualise how you can manage a stressful situation more successfully.
Find a hobby that will give you a break from your worries.
Live a healthy lifestyle with good nutrition, adequate rest, regular exercise, limited caffeine and alcohol, and balanced work and play.
Share your feelings with family and friends. Don't try to cope alone.
If you think you have too much stress in your life, it may be helpful to talk with a doctor, clergy member, or other caring professional. Reactions to stress can be a factor in depression and anxiety.
National Mental Health Association fact sheet, 'Managing Stress'