Exercise, breathing, yoga, walking, talking it out with someone who cares... Also after a while stress becomes less tied to the immediate desire to drink.
Ive started exploring Byron Katie's The Work -- it's self work that delves into the stories we have about the people and things that cause us stress, anger, frustration, despair. It's been really, really helpful, hilarious, and fascinating. If you're interested it's available for free online.