Effective strategies for managing stress and improving mental health include having a sense of control, developing optimistic thinking, building social support, engaging in aerobic exercise, relaxation techniques like meditation, and seeking support from spiritual communities. These strategies can help reduce stress levels and improve overall well-being by promoting inner strength and emotional resilience. Additionally, engaging in problem-focused coping and seeking professional help when needed can also be beneficial in managing stress effectively. Remember that each individual may respond differently to various stress management techniques, so it's important to find what works best for you personally.