When I'm in a particular mood, I go on walks, mull things over, draw back into myself. I listen to songs while I walk, usually whatever best reflects what I'm feeling. It's very therapeutic. It's best to do it at night, so that it's dark, and to listen to your music loudly so that you can just lose touch with the rest of the world. Your legs are so mechanical you only need a vague understanding of your surroundings. I play out scenarios in my head, or just think about shit, only caring enough to not stray too far from home. It's especially good on a cold winter night in especially tempestuous weather. The flurry of snow creates a sort of bubble around you, where you can't see very far in any direction. It's like being in some surreal, transcendental realm, separate from everything, alone with but your thoughts for company.
Note: I live in Utah. It's safe to be out and about here even at two or three in the morning. If it's not wise to walk around at night where you live, I'd suggest listening to a comedian. Any will do: I personally like George Carlin and Bill Hicks, because they remind me that nothing is so shitty that you can't joke about it.