When I'm sad I usually end up listening to sad music. I think in a way it makes me "express" the sadness, and not leave it there or hide it.
However listening to sad music all the time just makes things worse.
Lately I've found this song that actually makes me feel better: https://www.youtube.com/watch?v=OKKewhmBhAo
I can't stand happy or feel-better music when sad, but this song isn't that. Yet it's so full of.. Determination? Confidence? I don't know but it makes me feel like I can do it