For a long time when I heard other people talk about stress I thought to myself that I was unaffected by it. The truth is that I am not superman but that the way stress affects me is not as easy to detect. It manifests itself as physical ailment (probably preceeded by a lowered immune system). This is not by itself uncommon, but as it is the only discernable symptom I have found - noticing the correlation wasn't easy.
Once I made this realization, I began subconciously budgeting my stress. I only dealt with things that I knew I could manage without getting sick. This works quite well when you know all the things that you have to deal with, can estimate the stress involved, and have the luxury of postponing things.
This worked out quite well until I was forced to deal with some unexpected items, some things that were more stressful than anticipated, and a few things timetables were moved up beyond my control. I am not saying that stress alone was the reason why I dealt with a serious bout of mononucleosis this summer but I believe it was the strongest contributing factor.
So the analogy of budgeting (money) starts to break down when you start talking about nest eggs. While it is true a stressful event is unlikely to take the same toll on you after a nice long vacation as it would if it had just been preceded by a long week at work - there is a limit to how much any one person can have in reserve.
As a result, I have conciously started budgeting even more miserly (leaving myself breathing room for unexpected events, events that are more stressful than anticipated, and time frames I can't control). It is still very much a work in progress but I feel much happier and healthy than I did just a few months ago.