MrsMuddy - effective, long-term methods. I guess, the main thing for me, was a change in mindset. Last time I was in hospital, nine years ago, on a psych ward, had self-harmed, was suicidal etc, a nurse said something that really resonated - "you can choose whether you want to be a patient for the rest of your life or if you're going to live normally".
I think it's easy to fall into the trap of seeing yourself as passive, as a victim (which you may well be - I know lots of people have had untold crap in their childhoods etc that can cause SH behaviour). Point is, you have a choice, however hard that is. You can choose to be a self-harmer, or you can choose not to. I was told this in no uncertain terms and it really did help me. I vowed never to go back into that kind of mind-frame and never to go back into any kind of psych hospital. I've tried to stay on the right medication for my depression, take it regularly, see my doctor regularly, ensure that I don't miss doses, try to ensure that I don't expose myself to too many triggers (for example, at my lowest and most fucked-up, I would fantasise about suicide, read about it, google things on it, read about self-harm, listen to depressing music - not helpful).
So, in terms of stress - I cry far more than I used to and I think that's probably a good way of getting stress out. I allow myself to be angry with other people (if they deserve it - not just random people!) rather than turn the anger in on myself. I say what I feel. I take more risks with my feelings and endeavour to accept myself for who I am (which is difficult as I've never felt that I've 'fitted in' as such). Going through a divorce now, though, is quite liberating as I come to terms with the life I want to lead, rather than the one I thought I ought to.
I had a good therapist for around six months that helped me process things. I decided to go when things were stable, when I was fairly happy (as opposed to in a crisis) and I could explore things and understand things better.
But for me, biggest, biggest thing is making the conscious choice to stop being a victim/a patient and start living my life.