I've been a musician (pianist) for my entire life so I probably chose Edvard Grieg songs like Ase's death, Solveig's song or some chopin nocturne, the motherf** was depressed for his entire life while being the genious he was in transcripting his feelings into music. Playing Chopin is like touching the deepest feeling you have in you soul, so dangerous yes. Maybe Schumman too, he ctb btw. But if I chose a more peacfully music, not to sad, I probably chose Trio-miniaturen by Paul Juon, or even Nessun Dorma.
But depend on my mood I would listen to the full ost of The Phantom of the Opera or Blade Runner (Vagelis). But not yet I would like to mention a song of a game called The Cat Lady (linked down) special game, special song. Not enough for saving me but it helps a little through the journey.