Running [to catch buses], walking [because I missed the bus], and stair-running [to get to my next class]. Not sure if the yoga required to sit in the lecture hall seats counts.
I personally can't relax unless my mind is being stimulated in some way, so I make stuff. If your purpose is solely to relax (as it is for me), it doesn't even have to be useful. K'NEX and Lego are personal favorites if I'm mentally out of steam (you can never be too old for Lego!). If I'm looking for something more stimulating I'll get out my breadboard or something similar.
Thank you all for posting links and links to links to datasets, I have an unrelenting interest in data aggregation and machine learning, and didn't even know where to start. So helpful, and I am no longer stuck. :)