I have great success with yoga. That said, I haven't tried any herbs or supplements. Yoga breathing works, you can do it anywhere, and it's free. That works for me.

Gardening - getting physically absorbed in growing your own veg - is the best stress buster!

I've been going to acupuncture lately and have been taking some Chinese herbs. Not sure how well they're working yet but I'll let you know in a few months! :) Other than that, meditation and yoga work well for me.