NOTE: Not all of the ways listed below are healthy ways to self-medicate and any way over-used may become unhealthy. Hopefully this list provides some alter-natives to what you're accustomed to doing. Feel free to contributing by commenting below.

Alone
pray for self
meditate
create a list of what you're thankful for

Through others
ask for prayer
talk with others
hugs
ask for forgiveness

Art
journal
draw
paint
write poetry
blog
make music

Physical
exercise
dance
play sports
bike
punch something
yoga

Nature
garden
hike
track animals
camp

At others
put someone else down
gossip
complain
blame
forgive them

Escape
entertainment
gambling
travel
work harder

Consumption
drink alcohol
shop/spend money
over-eat
do drugs
fast (non-consumption)
listen to music

Other
laugh
visit nature
take a day off
cook
clean
sleep