It depends on the reason for the stress. If it's stress from lack of control over things, I try to take control over things. I go to stricter schedules and to do lists and exercise and healthier eating. If it's being really busy/ having a lot going on, I try to take more time to myself. Deep breaths, journals, meditation, and nature, baths, stretching, light exercise, reading, and naps. If it's stress related to school, because of the long hours of sitting at a desk and hurting my back without socialization, I call friends, go out, drink, work out, go hiking, get to the beach, whatever. Working out seems to be okay across the board.
Bad coping habits for me are excessive drinking, excessive coffee, going online too much, not eating, nail biting, partying too much, smoking, talking on the phone too long, spending too much money. These things seem to temporarily fix things but make things worse in the long run!