For me it's Radiohead - this band always helped me deal with my sorrow. I especially like Street spirit (fade out) and Idioteque.
Street Spirit is one of my alltime favorites as well, also love the video
Nirvana & the song from them would be.... Lithium. A song that sticks with me. It's to do with depression.
Had to take Lithium for some time. Always had that song in my ears at that time
Grew up with Rock/Heavy Metal, then Kurt Cobain came and changed the scene. Grunge (Nirvana, Pearl Jam, Alice in Chains, ... ) and also Crossover (Rage Against The Machine and others) dominated for me.
Then went on to very different music over the years, from Black Metal to Hip Hop, Jazz, Classical Music, Ambient and many more. Pretty much everything besides the mainstream I guess. Techno became and still is a big thing for me.
I'm 45 now and looking back I think it's save to say my alltime favorite band is Alice in Chains.
And I mean the AiC with Layne Staley. For those who don't know, he was the singer and died on an overdose in 2002 (aged 34, R.I.P.).
There are too many songs I like of them, depending on mood.
Just two examples from the MTV Unplugged session: