All the techniques listed are effective ways of reducing stress and increasing the ability to relax. It's a question of trying out some that appeal and finding which ones suit you. You'll probably end up with a repertoire of options for different situations.
Don't forget the most important way of relieving stress - enjoying life. When you're overworked or weighed down with responsibilities, having fun slips a long way down the priority list. That's when you start grabbing at indulgences that don't even really give pleasure - overeating, smoking, without really noticing you're doing it, impulse buying.
Instead, stop and think what you'd really enjoy doing. It doesn't have to something you think is useful or a formal relaxation method.
IF you're so out of the habit you can't think what you'd like, sit down quietly and wait for some option to float into your mind. Swimming? Reading in the park? Taking the dart or a bus somewhere you've never been before? Going to bed? Taking a class? Then image yourself actually doing each of these things and spend a while noting how it feels.
Keep with it until you come up with something you can feel yourself enjoying. Then do it!
If you're rushed and disorganised, the slowing relaxation techniques will help you make space in your life. Meditation and breathing exercises, in their various forms, are ideal.
If you tend to be very controlled or get depressed about problems, try some the livelier techniques such as exercise or Dancing. Tune your radio to a pop station and do the wildest dance you've ever seen. Sing at the top of your voice (all right, start off quietly and work up). Run on the spot for a minute, then turn the movement into a silly dance.