Yeah, I've been through a few times like that. Usually I try to stay outdoors, like at the beach or a forest, but when that's not an option gaming has come through for me.
One game that helped me through a rough patch was
Oblivion. It was just a time when I felt so useless so I thought maybe I'd feel a little better if I were more useful in a fictional realm.
It's usually a game with depth that helps through dark times, like emotional depression etc. On the other hand, for the everyday stress I like shooting or beating up things, so action-oriented games help to relieve some of the tension.
Btw, ever tried playing
Mirror's Edge and pacing your breathing with the game? It's like an aerobic workout! It's exhilarating!