Usually I deal with huge life changes by eating lots of comfort food but, er, I don't advise that.
I try to look at it as a chance to "start with a clean slate". Sometimes it works, sometimes it doesn't. When I moved from Georgia to Atlanta I took that attitude and it worked. Other times, I've had huge changes and I've just burrowed. For me, how depressed I am tends to affect me hugely.
Unpacking really has helped. This last time I moved (from an apartment to a house) I went manic one weekend and did tons of packing. I was exhausted, but it did make me feel like I was settled. It's the only time I've moved and really unpacked.
You can try sprucing up your place, too. I like to buy flowers when I'm feeling overwhelmed. And I like cuddling with my cats. A boyfriend or spouse might work too, if I had one.
Sometimes I color. Seriously. I get crayons and paper, or a coloring book, and I color, and then I put the pictures up on my refrigerator. Hee. I think I regress to childhood or something but hey, it's worked!
I tried a "do something new every weekend" tactic and that went horribly. Dance Dance Revolution has helped me a lot. Feeling guilty about things usually makes me feel worse. Oh, and once I had a lot of negative change, and work was super stressful, and I decided whenever I was mad at my boss I was going to go down to the apartment complex's gym and ride the exercise bike furiously until I was too exhausted to be mad. I lost like 12 pounds that month, it was amazing! I did a
lot of bike riding.