Relaxation activities and mental techniques are fine for Christians to use, as long as they are not mixed with unbiblical philosophies. God designed the brain to work a certain way, and in the same way we can (and should) take care of our physical health, we can apply techniques to take care of our mental health.
Here are some examples:
Progressive muscle relaxation does not conflict with Scripture, as long as it is not combined with an unbiblical practice like reciting mantras.
Visualization also does not conflict with Scripture, but discernment is needed when applying visualization techniques, to ensure that we are not applying wrong philosophies like “the law of attraction.”
While deep breathing is not sinful, it may be mixed with mantras that are self-focused and unbiblical. For that reason, practices like yoga and reiki should be avoided.
Meditation can be fine as long as we are meditating on Biblical truth rather than worldly mantras.
Hypnosis should be avoided, as it causes you to be influenced by your surroundings rather than following the leading of the Holy Spirit (Galatians 5:16, 22–23).
For the same reason, it is wise to avoid New Age music, which uses brain entrainment to influence the mind into a different state.
NLP (neuro-linguistic programming) is simply changing concepts, but caution should be used, as NLP instructors sometimes apply worldly philosophies; you can get the same effect from applying truth while still changing your concepts.
Practices that are based on self-affirmation, such as EFT, are wise to avoid since God is not recognized as the source of our abilities. We are meant to recognize Him as the source of everything we have and are able to do (Deuteronomy 8:18; Psalm 100:3; John 15:5).
Therapies like CBT and DBT are also fine when caution is used, for the reasons above.
If there is any type of practice you feel uncertain about, it’s best to avoid it until you thoroughly consider it from a Biblical perspective. Pray for wisdom and make sure you spend much time studying God’s Word, letting it form your perspective of every area of life.