Music usually works for me, although you need to choose something that matches the mood you want to get into.
Better still is to have a hobby that is quite different from what causes you stress. An active hobby means you are in control of what you are doing, whereas most of the things that wind us up are due to us not being in control.
Get an mp3 player, doesnt have to be huge, and go for a walk if there is a park near you. It works wonders. Also, take a hot shower or soak in the tub if you have one. A public spa works, but only if you feel comfortable going because being uncomfortable negates the soothing effect the hot water has .