This may seem like nonsense, but actually one of the best ways to cope with stress is to allow your self to feel a little bit of it, and to take on moderate and realistic challenges.
In doing so we inoculate our body and our brain to stress.
A lot of people who struggle with social anxiety, social phobia and shyness tend to avoid stress in the hope that this will help, but actually the opposite is true.
This great little video from the Scientific American “Instant egghead” series explains why and how moderate stress helps. I’d definitely recommend taking a look.