Which approach to relaxation?

There are many approaches to learning to relax; none is "right" for everyone - it is more a matter of finding an approach that makes sense and works for you. Learning to relax muscle groups physically, learning mental relaxation, meditation, yoga, prayer, biofeedback - all are possible approaches. As our body is not disconnected from our mind and our emotions, it is possible to use any of these starting points to benefit our entire being.
Like exercising in order to get fit, doing relaxation exercises once won't make you "fit": learning to relax takes time and practice in order for you to become proficient.
A simple physical relaxation technique
Here is one simple physical method which is designed to be useful in everyday situations: it doesn't aim at deep relaxation or require you to lie down for half an hour! Rather, it aims to reduce unnecessary levels of tension, so that you can continue with your current activity more effectively. It can be used just about anywhere - sitting in a lecture or examination, walking down the street, or going to sleep in bed.