I indulge my sweet tooth with fresh fruit (specifically, apples, berries, cherries, and sweet citrus), keeping consumption of ice cream, my fave cheat food, to a minimum with discipline. Lately, I've also been eating one Brown Cow cream top yogurt per day.

I've never had an issue w/food where I'd eat when stressed and/or emotional, but I can second Alex above where when I want something sweet, it's super dark choco or fruit. Rarely, I'll have a piece or two of GF candy (for winter holidays at friend's maybe), but not something I'll indulge in regularly. Comfort foods - again, not correlated to stress/emotion, just something I enjoy, but not often - would be mashed potatoes w/loads of butter, sweet potato pie (w/molasses & nuts, no sugar - my "paleo-ish" recipe), oven fries (w/lotsa oil, salt, herbs), & rare steak.
So, I stick pretty close to paleo-ish even w/my comfort foods. I don't crave dairy (unless I need calcium), and don't really crave foods unless my boy needs something. Sorry I can't help w/the stress eating, but hopefully gave a few ideas.

What is your best way of coping with stress-induced sweet cravings?

It used to be food but, you know what? That never worked. I wasn't less stressed afterward, I was both stressed and guilty so I made it worse.

As Alex said, I've been trying to promote fruit to comfort food but the truth is I don't use food any more. I get in my truck and drive around a 20 mile triangle, or I go to a big-box store--something like a hardware store rather than one full of food--and after that I actively seek laughter. It's hard to stay totally stressed when you're laughing. I go to a popular well-known web site and spend some time in the "funny" section. If possible, I then take advantage of my improved mood to take a nap or go to bed. Anything but food!

Cup of tea. Not kidding, I am an emotional eater, hands down, I can put away a bag of chips in a blink of an eye. But if I have a flavourful, spicy cup of tea, it can curve any cravings. If I'm craving something sweet and dessert-y? Bengal spice, a teaspoon of honey if I can't do without the sugar. Craving something chocolate-y? There's chocolate tea, google that shit. Craving something refreshing to wake you up and out of your slump? Mint tea. Can't settle down? Lavender and/or chamomile. Craving classic comfort? Earl grey all the way.

My boyfriend and I collectively go through about 40 tea bags a week during exam season, and at any other given time 14-21 tea bags a week. It calms me down and fills me up enough to forget about cravings (not to mention hydrates me, which always makes you feel better!). Maybe it's a weird hot-beverage hang up from my british dad, but it might be worth a shot. Obscure, yes, useful, maybe!

I could say I avoid stress eating by engaging in stress drinking, but that would be just plain smart ass.

If you are stressed and finding it hard to avoid to eating, do your best to eat "too much" sane/safe paleo foods (proteins, fats, veggies). And do your best to avoid eating grains and sugars, when stressed. Because, obviously, those foods are stress-producing in their own right.

In short, you could do a hell of a lot worse than overeating meat, fish, poultry, nuts, avocado.

No matter what you eat, drink plenty of water all day long.

I have the same problem. I've tried remedy-ing it with eating high quality, low sugar dark chocolate- but then I end up eating entire bars in a day. Here are some things I've tried and seem to often work:

I just went through exams week so I feel like I qualify as an expert on this question. I know from experience I'm likely to stress-eat while studying. So, I loaded up on a ton of salad greens and veggies from the school cafeteria, and munched on raw veggies (also some protein and other paleo stuff) till I felt as full as I would off a junk-food binge... but vegetables digest so much faster than chips and cake, believe me.

I'm with Helicat - I always have a head of lettuce (or two!) in the fridge and give myself full permission to stress-eat as much of that as I want. Same with cucumbers, green peppers, etc. I just pour some mustard and balsamic over the top and have at it. As a bonus, it's cheaper than junk food!