What you shouldn't do is sit and watch tv or listen to sad music all the time. This will only bring you down. Go out, do some sports, like squash, where you need a certain level of concentration so you can get your mind off of your burden. Sporting does release a certain substance in your brain (forgot what it's called), which makes you feel better.
Anything to clear your mind except alcohol or drugs.
Take a trip to clear your mind. If you have ever wanted to learn something, take a class. (pottery, new language, cooking, programming, etc. Anything you are interested it) Join a gym, exercise helps. Plus you get healthier and might meet new friends. Volunteer at humane society. Animals are awesome at helping to cheer us up. Try St John's wart, it can help Part time job, stay busy, earn extra money. Find a church you like, meet new people. Clean your stuff (house, car, etc.)