Meditation and yoga are two very effective ways of coping with stress. I've been meditating for a number of years and am currently in the process of establishing myself as a meditation instructor.
Meditation works in a number of ways. It helps you to feel more content within yourself, and it also helps to calm and quieten your mind, making it easier to concentrate. My best piece of advice is to give it a try - try purchasing a book on meditation and teaching yourself the basics if you're not happy forking out for meditaiton instruction to begin with.
I have a website www.health-hub.co.uk that provides links to a number of meditation resources (it's a stress management website)- check it out if you like.
You could visit the GP if your stress is chronic, but the GP *may* treat the symptoms with drugs rather than the underlying cause.