1. Think of things you like to do outside of work. Pick one.
Citigroup's John Bishop likes to run. Irene Tse of Goldman Sachs is a concert pianist who takes classes twice a week at Juilliard and will perform with an orchestra in London this summer. "For my first five years, all I did was work," she says. "All of a sudden, this person who used to be able to talk about a wide variety of topics couldn't converse about anything but the market. I thought, If I don't do something about this, I won't be able to do it anymore. Trading has a lot of highs and lows, but no happiness. Music has happiness."
2. Nurture your relationships.
MTV's David Clark doesn't play golf or tennis or poker. He and his wife, he says, have become highly disciplined about spending time together when he's home. "I don't think it's possible to survive in these jobs unless you really simplify things," he says, "especially if you try to pull off the hat trick of having a family."
3. Make time for friends.
"You have to work very hard at maintaining relationships," says Avery Baker, a Tommy Hilfiger exec. "Your friends have to be quite patient and understanding with the idea that you're not around. And when you are, even if you don't feel like it, you need to make the effort. Otherwise, you won't have anybody to welcome you home."
4. Build little rewards into your daily life.
When she's in New York, Booz Allen's Melanie Karbe treats herself to dinner with a friend at a favorite restaurant or stops by a shop she likes. When she can, she goes for a run. "I get a lot by taking the best of what the job has to offer," she says. "If I'm in San Diego and I can go running on the beach, you know what? Life is not that bad."