Hehe, you know, Bee, I got this exact same thread idea yesterday, but I see you beat me to it.
Hmm... my therapy...
It`s usually gaming for me.
As BtG said, it`s a good way to get your mind focused on something else than problems.
Sometimes drawing helps too.
Drawing a bit dark drawings helps me express myself in a way.
But there are times when it`s impossible for me to concentrate enough, and then it`s hopeless to start drawing.
It`s the same with writing as well. (Yes, I do write. So far I`ve written one chapter of an awful KH fanfic.

)
What else... oh yeah, something I`ve recently started doing.
Simply going for a little walk somewhere there are no people nearby so I can be completely alone and just think.
It might not sound like it, but it does help.

Let`s see... the last thing I can think of is listening to music.
I have my own homemade sad FF music CD for times like that.
It`s a great way of expressing yourself, in my opinion.
Watching TV has never worked for me.
I usually only end up thinking about my problems while watching, and don`t enjoy the show at all.
Yep, that`s all I can think of.