I usually read and think.
Well, I will listen to funny songs, watch a funny movies or go to sleep :-P
Don't think about your problems. Forget it and search something what's interesting to do :D
Cheer up :D
When I'm very sad I listen sad songs and a plunge into depression. Then I come to the border of despair and bounce off the base. I'm thinking "I'm pathetic embarrassing and I need to stop this".
(I'm sorry for my English)
Sometimes crying help me to feel better, and than sleep
I do something in private, that i probably do not want to be talked about in public. You know, i listen The Nickelback.