My thing is baths. It doesn't matter what my problem is, cold, tired, hungry, sick, stressed, bored.. I take a bath!
I also give myself fun little games or challenges. Like, I'll take a dollar to the dollar store and have to find some item to wrap up and give to another person. Giving presents always makes me happy.
If I'm really stressed, I eat. Not overeat... I'll indulge myself in something I never get (too expensive, not neccessary, etc)... be it a nice hunk of cheese, or a cup of great tea in a funky cafe... something silly to brighten my mood.