Exploring the city and the internet unlocks a few new activities that help with them, but overall they're meant to be hard to manage ;)
I think it's more fun to discover by yourself, but if you insist...
Meditation is a very risk-free and reliable way to increase sanity, but it requires an investment in other stats and must be unlocked by browsing the net.
There is another way to reliably recover sanity, but it's hidden - you'll find it if your character has "fun" enough times, so to speak ;)