I feel two ways about this one.

On the one hand, I agree with you - listening to sad music when you are depressed is a great way to stay depressed. It won't cheer you up, and it can even drag you down farther.

On the other hand - listening to happy music when depressed can be just as bad, since it'll seem either artificially cheery and just like a big lie, or it'll make you feel worse since you're so down but the music is so happy, and you just can't get happy no matter how hard you try.

During some of my lowest times, I had songs that I just played on repeat over and over again. Songs like 'Hurt' (I love the original nine inch nails, as well as the johnny cash cover), and pretty much the whole 'Give up' album by Death Cab For Cutie. I still love these songs, and still listen to them occassionally, but no so obsessively as I once did.

I totally agree with you about the nostalgia thing and going thru old stuff/listening to old songs. I still get upset when I hear the song that was "our song" from my relationship with my first major boyfriend. Even though that was years and years ago, it still hurts when I hear that song. Strange how music can be so evocative of our emotions.