well, first off, i try not to get sad r'ship-wise. therefore avoid r'ships!!!

easier said than done, i know.
secondly, you need major distraction. for me, working out is always the best. for hours on end. acutally, doesn't have to be working out, just anything physical. roller-blading, swimming, skiing, even just going down to the memorials and walking around. w/ of course sufficient portable music at your side!
which brings me to lastly. good music to listen to when you're down r'ship-wise? well, that's somewhat personally. either you can go the punchy, aggressive route w/ some banging techno a la carl cox or misstress barbara (and i hear richie hawtin works it too), or the dark dark dirty prog or tribal route a la satoshi tomiie or steve lawler. what you want to stay away from, though, is any kind of funky or deep house a la mark farina or even danny tenaglia. it's just a little too bouncy and happy.
anyway, my $0.02
and oh yeah, the goal is to tire and wear yourself out mentally and physically so at night, you just fall into bed and wipe out, not think about events that have transpired. and go out, a lot, don't drink too much or roll (can have a very negative effect), surround yourself w/ good vibes.
bonne chance!