Listening to music does wonder to alleviate stress. Please note that everyone has different tastes in music.
Listen to the music that you feel comfortable. Sitting down and forcing yourself to listen to relaxation music that you don't like may create stress, not alleviate it. Music has always been a great healer. In the Bible, we learn about how David played the harp to help ease his severe depression of King Saul. Music is a significant mood-changer and reliever of stress, working on many levels at once.
Many experts suggest that it is the rhythm of the music or the beat that has the calming effect on us although we may not be very conscious about it. They point out that when we were a baby in our mother's womb, we probably were influenced by the heartbeat of our mother. We respond to the soothing music at later stages in life, perhaps associating it with the safe, relaxing, protective environment provided by our mother.