Exercise is one of the most effective ways to eliminate stress. When you're exercising, your mind focuses on your body's movements and your brain releases feel-good endorphins that positively affect your mood. But if you really want to make stress melt away, take your exercise routine out of the gym and into the great wide open. Research, including one study from the University of Essex in the UK, found that exercising in nature reduces more tension and boosts mood higher than exercising indoors.