I handle stress differently at different times.
Sometimes, I actually gain strength and comfort when I stay strictly on plan during stressful times. Being super strict and keeping my eating in check makes me feel like I have control over SOMETHING. It actually takes my mind off of the thing that's causing me stress. I like when this option surfaces.
Other times, I still need to eat. But, and it's a big one - it can be something totally healthy, like cucumber salad or a romaine lettuce salad, a bunch of raw green beans or a SF ices.
Other times I will distract myself with the usual stuff - housework, exercise, reading, the computer.
I've also gotten into the habit of asking myself, is it really worth it? Which do I want more, the cake or whatever, or to have a good weigh in come Monday morning.