Healing Songs.

[Sweet Beloved]

When I'm sad, I like to listen to Star-Stealing Girl (Chrono Cross), Eyes On Me (FFVIII), Suteki Da Ne (FFX), Tina (FFVI), Aeris' Theme (FFVII), Greensleeves, Somewhere Down the Road (by Amy Grant), and many others. When I'm angry I listen to Throw it All Away (Sonic Adventure 2), World Revolution (Chrono Trigger), Golden Queen Galaxia (Sailor Moon), and many of the Final Fantasy battle themes. These songs really ease it all.

I agree. I like Eyes On Me alot.
I also listen to Green Day's, "Boulevard Of Broken Dreams", when i'm sad.

[Shoeberto]

radiohead mother f'er

[Mr. Graves]

Certain J-pop songs.
"Madhouse" by Anthrax
"Some Kind Of Monster" by Metallica, just because Hetfield trying to rap sounds humorous.
Other songs that I'm too tired to list right at this minute.

[Doc Sark]

Depends what's depressed me. When I was younger and wasted my time pining after people out of my league it was Goo Goo Dolls - Iris but now I'm a bit older and just get angry at things instead, bit of Pete Yorn normally calms me down, or some Ryan Adams.