When I'm struggling and can't seem to get out of my head, I get lost in a book.
If I'm in an indulgent dark mood, I tend to read horror stories (i.e. Stephen King).
If I need a distraction from my mood, I tend to read what I consider to be nonsense fiction. I like to read silly romance-comedies, or even paranormal or sci-fi stories. I have an active imagination so if a book can captivate/occupy my mind, I love it... all most to an unhealthy level.
While it won't solve my problems or even come close to being a constructive use of my time, I still think it's better than doing something completely self-destructive. Which is good, because I usually lack the energy/motivation to do anything with myself.