Whenever I have really stressful day, I be sure to hit the gym! I can be really tempted to just go home and crash on the couch, but I know that the stress and frustration will just build. Not only will I be more likely to eat more, but I'll probably stay up way too late. The key is to go to the gym immediately after work. Even if I don't feel like running or using a machine, I'll find a class.
While bringing your gym bag to work with me is annoying, it is better than wanting to work out and not having my gear. I take the bus to and from work, so I kind of feel like a bag lady.