I do buy lots of stuff online when depressed to give me things to do because I want to find ways to distract myself from the horrible feeling. So sometimes it works, sometimes it doesn't. It's not exactly the "best" coping mechanism out there, but if it saves me 2-3 hours a day from the agony, then I think it's worth it for me.

I'm not encouraging you (or anyone) to go out and spend thousands of $. I'm just saying it works for me. But what works for me doesn't work for everybody, and sometimes it can lead people to financial trouble, which is why we all have to be careful.