i totaly agree to music. either passive (listening) or better active (performing) music is a great way of compensating stress.
but as usual, we are all individuals. so i turn up my guitar amplifier realy loud and play some heavy metal riffs. that realy frees my mind. when i shook off the stress and frustration, i usualy go over to my keyboard and play some piano (which i'm not that good at, but i'm learning).
when i'm at work/coding i like to listen to music. but i prefer songs without lyrics, 'cause somehow that distracts me from typing. my favorite atm is Joe Satriani - Strange Beuatiful Music.