1. Get a new job. (Obviously, not possible for everyone, but something to consider.)
2. Take up a hobby that helps relieve stress. Personally, I'm fond of boxing or other high-intensity martial arts, but it can be just about anything, as long as you do it at least a few times a week. I've found this to be huge in keeping me sane.
3. Meditate/practice yoga. Both of these are useful for calming your mind, and the yoga has the added benefit of increasing your strength and flexibility.
4. Take some "me" time every so often. If you get some kind of quarterly bonus, this can be even easier (because you can plan for it and use the money from the extra cash), but at least a few times a year (ideally, probably every couple of months or even more often for the big ones, but at least every couple of weeks for little things), don't be afraid to spend a little money for a massage, spa day, or other time of pampering for you. The more simple things that you can do more frequently might include a good soaking bath, home mani/pedicure, or other pampering, stress-relieving activity.
5. Use your paid time off. Your employer gives you vacation time for a reason. Make use of it. How you do so depends on your situation, but use it.

I definitely do not want to sound rude, but I survived a major depression (which lasted for more than 2 years) couple of years back. I am now happy as a person can get, and I learned how to appreciate it.

My only recommendation is to stop pairing PCOS with stress. I know lots of sources say that, but I say that they don't come in pairs. You are forcing yourself to be depressed in your head.

I definitely do not want to sound rude, but I survived a major depression (which lasted for more than 2 years) couple of years back. I am now happy as a person can get, and I learned how to appreciate it.

My only recommendation is to stop pairing PCOS with stress. I know lots of sources say that, but I say that they don't come in pairs. You are forcing yourself to be depressed in your head.

Uh, she said her JOB is stressful, and said nothing about being depressed. She was looking for suggestions of ways to de-stress.

Even if you don't acknowledge that stress is especially bad for women with PCOS, I think we can all agree that stress is bad in general. So someone (Anyone!) who is looking for a way to de-stress from a stressful job is doing the right thing for themselves.

Besides that, stress is proven to be
a) bad for weight loss - because of the effect of cortisol, the hormone that your body makes more of when you're stressed and
b) bad for ovulation

Given that the goals of the women with PCOS on here tend to be losing weight, gaining fertility or both, then I would say that stress is something that they might like to focus on getting out of their lives. Seems pretty reasonable to me, and frankly just telling someone that they are creating the problem in their head is not very helpful.

http://www.webmd.com/infertility-and-reproduction/features/infertility-stress
http://www.mayoclinic.org/stress/art-20046037
http://www.psychologytoday.com/blog/the-athletes-way/201301/cortisol-why-the-stress-hormone-is-public-enemy-no-1
http://www.webmd.com/diet/features/can-stress-cause-weight-gain

There are more references/related reading and links to studies within the articles.

Yes, I get that and agree with everything you mentioned. Of course stress is bad for everything. I gained 60 pounds during my depression and was ovulating at most 1 time in 4-5 months. This was NOT my point. I can't agree more with you there - stress is BAD. But I still think the first step to de-stress, as you say, starts in the head.

I get that daily life can be very stressful. It is for me, and I am still a student. But in my opinion, associating it with anything that we can't control (like PCOS in this case) is accepting it. I just refuse to accept that I can't be stress-free just because I have PCOS. There are of course solutions to de-stress as suggested earlier, like yoga and walking, but I believe one should believe it first.