Which way is the most effective way depends on the state you are in. Different situations call for different methods: you might feel anger, or frustration, and an excess amount of energy that seeks release, or you might feel overwhelm, or despair, where you have no energy available to do anything. 

Emotional Freedom Techniques is evidence-based, and a great and effective method to process emotional stress that comes along with cancer treatment. It is easy to use, always at hand, and can be integrated with other methodologies, like energy medicine, meditation, visualization, etc. 

Another great way to support your body and mind going through treatment is a method that uses acupressure points on the toes, called the Brazilian Toe Technique (Jose de Aragao introduced this technique at a Touch for Health conference in 1980). It promotes deep relaxation, activates detoxification, and helps release emotional stress, and pain, as well as treatment side effects. You need a partner for this technique.