Last year I trained for my first marathon, quite an undertaking for someone who is overweight and leads a busy life. However, I found that the more I ran the lower my stress was. I was working crazy overtime, raising 2 small children, maintaining a relationship and running 10-15 hours per week, between 4 and 22 miles at a shot. I found that my Sunday 20-mile run wasn't leaving me exhausted for the work week. On the contrary, I was more alert at work and more energized with my family.
It requires almost no equipment. Just start slowly and wear comfortable shoes.