Welcome to Gaia! ::

1. The rubber band. Keep a rubber band or two around your wrist. When you get the urge to cut start snapping. There's a nerve right under your palm that will send chemicals through your system that will help. There is pain without any of the evidence.

2. The scapegoat. No I’m not talking about another living thing. I know some think that animals would work, but I’ve always felt that they feel the pain with you not for you. Instead get a stuffed animal, the bigger the better. Put real clothes on him/her and use it as your scapegoat. You can do anything and everything to this thing and it will never hurt you back.

3. The group. Whether you believe it or not there are other people out there that have problems just like or worse than you. Seek out these individuals. Even if you don’t confide in them, helping them solve their problems helps your self esteem. Its like, “Look what I did there. I must be worth something.” Try your church, school, ymca, or even hang out.

4. The pen. Yes, writing/drawing things can help. One of my techniques is to just rant then burn/delete the document. It lets everything out without no one being the wiser. Pick up role-playing, yes it does help. Being in control of someone else’s fate gives the allusion that you have some control. Want so-so to die, then kill them! XD (fictionally of course. Don’t ever murder someone irl)

5. The cleansing. Give yourself a day out of each week to go through a ritual of sorts. I like Sunday because it symbolizes the end of one week and the beginning of another. Its like I'm washing away the bad vibes and making room for good ones. Fill the bathtub with hot water, light some scented candles (I like citrus smells), play some music (Evanescence and Linkin Park work best for me), and relax for a couple hours. Tune out the world around you and concentrate on nothing but the present. The past holds no sway and the future isn’t a worry.

6. HALO. Haha, yes this game is the bomb. Believe it or not blowing people’s brains out in a virtual world relieves a lot of stress. I can’t remember the number of times Bloody and I have started playing pissed and two hundred kills later we’re laughing our asses off. I find it rather comforting to watch how I sliced her a** twenty times in a row. (there was no aliens harmed in this choice. -wipes alien blood off hands- Who put that there?)

What about physcial pain that's benificial for you?

Such as working out past your limit?
Skateboarding?
Skating in general?

Or what about hiking?
Hiking is actually a really good way to rid stress, pain, or any emotional damage that you have in yourself. If you're in an area that's beautiful, go for a walk, or if you're lucky enough to have mountains and hills, go for a hike. Nature can cure the mind easily, and I can guarentee that you'll feel better.

With these emotional/physical issues, it's best to keep yourself in open spaces. Closed spaces gives your mind a limit of "natural" distraction. Distraction, not as ignoring the pain, but distraction of you focusing on the good. In those states of minds, you don't focus on the good...solely the negative. With going out into the nature, or natural world, you find touch with reality and I've heard that it does help a lot of people push forward.

=)
I hope that helped.