Re: activities before sleep, pretty much anything is harmful. Mimi is right that reading (being quite an imaginative activity) can wake you back up too far, games are too bright for your eyes and too stimulating, and TV is hard to escape (as the volume is always there even when you shut your eyes). Condition can overcome this though; I've read for 20 minutes or so almost every night since I was about 10, so lying down in a dark room with a book engages sleepytime mechanisms in my head through sheer rote learning. I've read studies that say the routine and habits are the most critical part of getting to sleep.
As for coping with stress, I got very very good at this in the closing months of my PhD, which were unimaginably stressful -- I was miles behind with my work, putting in a 40 hour week in work plus another 30 hours a week into my thesis and still facing the very real risk that I wouldn't be able to pull my thesis together. If that happened I would have left, after three years full time work and a year part time on top, with nothing (not likely but it does happen). Naturally, this was a very tough time, and the fifteen minutes between putting down my current novel and falling asleep were murder. My brain was lurching, semi-panicked, from considering one barely-started task after another. So, I learned to cope.
My technique goes like this. I imagine a pleasurable situation -- my usual one is a lottery win or some other unlikely method of acquiring huge sums of cash. I concentrate on how secure and safe that would make me feel (in contrast to the panicky feelings I am trying to quell). Then I think about my house. I consider that I would love to build a house and design it to my specifications. I start making a list of rooms and their contents, and colours and decor, and how many TVs and gadgets I'd have, and how the ethernet network would be fitted together. I consider how ace it would be to build a gated community of a dozen identical houses and move all my mates into it, so we could all have a laugh together, and I'd put in a sort of community centre with a cinema and a swimming pool and a really nice bar area with a patio and a barbeque. I consider exactly how the central building would be laid out, in a 3d plan exploded view, trying to picture every detail I can. Would the pool be twice the size of the bar? What about a basement loaded out with some old consoles and coin-ops and huge projector screens? I'd have to have a four-seat sit-down Daytona, then, and probably the classics like Pac-Man because everyone would expect them.
This is actually a form of weak self-hypnosis, I think; I create a calmer mental state with the fantasy scenario and then build layer after layer of detail into it so I can sink deeper and deeper in the fantasy. Generally, I fall asleep pretty quickly.