Brain wave programs, like Hemi-sync (Robert Monroe), Brain Syns, SoundMind, etc. Idea is to balance the hemispheres of the right & left sides of the brain and in so doing place the mind in a open state to take advantage of it's full potential. Keeping it simple, white noise is usually the main influence with these types of brain wave programs. Can mimic a level of meditation, hypnosis, controled dreams or other suggestive forms. Excellent for reduced stress and gaining very deep relaxation, if that be the main goal. Will need a quality headset with a MP3, DVD player or even a PC.
If not into that, than meditation by all means. TM is probably the best for common goal of stress reduction. Pretty easy to do. True Yoga meditations more advance forms, like Kundalini, require more effort for the average person. Highlights breathing, mantra's and flexibility of the spine.
Can also try iDoser for dozens of brain wave programs and not you average brain wave programs. A whole different world to explore from getting the feel of being on drugs to spiritual feelings. Also need a good quality headset & player.
Most of this stuff is found on Torrents or there are a few download site that offer demo tapes.