A late thought: I find it interesting that no one suggested music or sound. The right kind of music (classical or maybe certain 'new age' stuff) can be very relaxing. Also, there are "sound effects" specifically designed to produce changes of consciousness. Most people who use this are seeking lucid dreaming or some other 'altered state' but you an also use it just for relaxation. There are even 'brand name' CDs available that are supposed to be custom tailored to produce various effects. Some of them are plain old 'relaxation' or 'sleep' like you would expect.
http://en.wikipedia.org/wiki/Brainwave_synchronization
Brainwave synchronization, commonly referred to as "brainwave entrainment," is the practice of entraining one's brainwaves to a desired frequency, by means of a periodic stimulus with corresponding frequency. The stimulus can be aural as in the case of binaural beats, monaural beats, and isochronic tones, visual, as with a dreamachine, a combination of the two with a mind machine, or even electromagnetic radiation.