Back when I could play piano, family members could tell what kind of mood I was in by what music I played (or pounded out.) When I was really upset I would first go to Malaguena, strong and fierce. Family knew when I was down to soft hymns and easy flowing tunes, I was safe to approach.

I find that music can help and harm, to use your words. It's important to soothe oneself when sad, but not feed a depression. I think it might be like anything we face: give it some limited,direct attention, and then do all we can to counter anything negative. That means, to me, play some dark, sad music when really in the depths, but make sure to switch to lighter music and work at distraction from the negative.