I guess the short answer is to try all the things you hear about and see which ones seem to help you. Everyone is a little different.

Out of desperation, I eventually tried some things I didn't have much interest in or didn't think would work. Some of them did. So I'd recommend to try various things for a bit.

I suffer from social anxiety, anxiety, self-esteem issues, rumination, and depression. Personally, for stress, I tend to use:

* exercise classes (I never get it done at home)
* eating well and sleeping well (doing both consistently)
* hobbies (piano & music, computers & tech, astronomy)
* activities (a little volunteer work, running errands, generally getting things done)
* talking to people (despite the social anxiety, safe people)
* simple breathing meditation (kind of lapsed on this one)
* focus on the present (don't ignore the past and future obviously, but when the stress and/or anxiety gets bad, break things down into steps and just deal mentally with what you need to do right now)
* try to be gentle with yourself and treat yourself the way you would treat someone you cared about
* noting positive things daily (a minimalist journaling practice)
* monitor your moods and mental outlook, don't let it sneak up on you

I pulled out my list for this. I have a list for when I'm really feeling overwhelmed and need the grounding and reminders.

I'm sure others will have things to add.

Good luck with college!