Firstly, think about why you are stressed. Is it academic pressure, personal problems, or a combination of several things?
Secondly, think about what practical steps you can take to tackle the root cause of the stress/stressors. For practical advice on issues that might be causing you stress, check out the MDX welfare advice guides (link on the homepage). It might be that whatever is causing you stress is something which is outside of your control, in which case you need to try to work on letting go of the worry. Mindfulness may help with this (see below).
Exercise is one of the best ways to beat stress because it means that your brain releases endorphins which boost your mood. Exercise doesn't have to mean flogging yourself at the gym every day. Anything that gets you moving and your heart rate up - walking with a friend, dancing in your room, cycling to uni etc.
It is important to fuel your brain by eating a well balanced diet in periods of stress. Like a car, you have to ensure that you are fuelling yourself right to get the best performance with the fewest problems.
Plan and organise what's stressing you out. Write a list of everything you need to get done and plan how you will do this. Be realistic - don't set yourself targets you can't achieve. Make sure that your to-do list goals are SMART and reward yourself when you complete tasks.