Yoga - Yoga can be a great stress reliever. It allows you to focus on yourself and look inward while finding peace. There are many types of yoga that fit various fitness levels and personal goals. I have enjoyed everything from Hatha yoga to Bikram yoga. Yoga is a great way to relieve stress and work toward your fitness goal simultaneously.
Take your dog for a walk - Getting outside and breathing fresh air will do a lot to reduce your stress levels. You will also feel good knowing that you did something fun and healthy with your pooch.
Massage - If you can afford the cost and time, a massage is a great way to relieve stress and tension. I particularly enjoy a nice massage when exercising vigorously (or starting a new exercise routine). Make sure you speak up and ask for what you want, to get the most out of your massage you should have good pressure but be comfortable.