Watercolors in the Rain - Roxette
Black - Pearl Jam
Something in the Way - Nirvana (especially this)
Doll Parts - Hole
Dying - Hole

I find that depressing songs make me feel better when I'm depressed. They make me feel like I'm not alone, some kind of freak who 'refuses to look at the bright side'. Sometimes the worst thing I can do is try to infiltrate myself into mainstream life. Freaks me out and everything seems too unreal and ends up triggering me worse.