Which exercise to help stress relief/stress headaches?

I've been really stressed with a lot on my plate lately, and haven't gotten to the gym like I should have. My shoulders and neck are always tense these days, and I always feel like a headache is coming on, if I don't already have one. I've been trying to relax, but it hasn't been helping really. I typically do my cardio on the elliptical and strength training in a Group Power class. I don't know if weight training will help or hurt with the tense muscle situation. Should I opt for yoga instead of weights for a bit? Or will the strength training balance me out? Thoughts? Thanks in advance