I find that I enjoy certain genres when I'm really upset. I can't play shooters all the time because they trigger really scary intrusive thoughts from time to time, but they help me unwind when I feel I have more control over my thought process.
I love playing visual novels or really silly games when I'm depressed though. Things like Harvest Moon are really awesome, because I just zone out and take care of cows and chickens all day. Pokemon is alright for when I feel this way too, because it's a little over the top and silly.