I do it too
I tend to let something play itself out - i.e. I listen to it until I'm either really tired of hearing it or my mood has changed altogether. I find music very theraputic and I also listen closely to the lyrics.
To the OP I find a lot of empathy in Eminem's words too, he's clearly been through a lot despite being as famous as he is and its nice to see someone in such a position being honest about their addictions and emotions.