I meditate.
The best thing to do to start of with is probably a simple breathing meditation. Sit down in a comfortable position, keep your back straight, as this will help stop you feeling sleepy. You can close your eyes (not tight) but traditionally it is done with the eyes ever so slightly open.
Start off by breathing normally. When you mediatate, you need an 'object.' In this meditation, your breath with will the object, and you will concentrate on this breath. Start with breathing in, feel the sensation of the breath enter your nose, then out thorugh your nose, feeling the sensation of it exiting. Keep concentrating on the breath. When a thought enters your mind, you feel distracted, or your mind wanders, return your concentration back to the breath, do not get frustrated, just relax. It will take practice, but if you do this for 10-15 mins everyday, it is a very effective excersise that will help you be calmer and more relaxed, and with time, you will find it easier and easier.
There are other meditations, but I recommened that you start with this one first.