Most people would say exercise. I find lifting or martial arts exercises to be great for venting your stress and anger in a healthy manner.
I am going to have to agree with you on drinking a glass of wine. I like to have a glass every couple of days and just not overdo it. A glass of wine is great for unwinding. I also enjoy going on a day long nature walk or a hike. I feel like all of the stress of the world is gone by the time I get done.
I also find drinking a small glass of wine occasionally to be very relaxing, especially in the evening after a rough day's work. So long as you don't consume too much, I don't think that there are any downsides to occasional alcohol consumption.