I tend to favour Zhan Zhuang
and Yi Jin Jing
. These exercise contain methods for relaxation, breathing, stretching and postural alignment. The first link is to the beginning of a 10 part series (all available for free on YouTube), and there is a book that is available that explains it in more detail called The Way of Energy
by Master Lam (he stars in the video!). The second link is also available as a book/DVD combo here
My leanings are obviously toward Chinese exercise practices. As a practitioner of Taijiquan and Hua Yue Xing Yi Men the concept of 'soft readiness' - 放 松 Fang Song - is central.
Similarly you could try the exercises in Microcosmic Orbit such as explained here
Or exercises such as Embryonic breathing.
One of my personal favourite books is this one
by Damo Mitchell. Most Nei Gong exercises have a relaxation component.
Alternatively, as suggested by others, you could seek out a good yoga teacher.
All in all, have fun and try not to get frustrated!
Patience is key.