For me, it usually depends as to what triggers my depression / negative feelings.
When I get really tired and/or really stressed and have to concentrate on something, I get really bitchy, which will sometimes drive me into a cycle where I get angry or upset about something, and thinking about it over and over just makes it worse. I'm definitely a person who broods, so the first thing to do is get away from whatever tasks I have to do, then relax, eat, and rest for a while, and try to reestablish a more neutral mood.
Once I'm in a mindset that isn't quite so negative, then I have to think about what's bothering me, why it's bothering me, and what I can do about it. If it's something that's just in my head (ie, I'm overreacting to something), then usually talking about it with someone or just blowing it off will help a lot, and I can more or less move on. But if it's something that's not going to get better until I take action of some kind, I usually have to immediately jump on the task and get it taken care of asap. Not immediately taking action will usually drive me crazy to the point that I can't focus on other things.
More 'metaphysical' kinds of issues (ie, confronting my own mortality, am I wasting life, what do I want to be when I grow up, etc) are tougher. I'm pretty introspective, so I've spent a lot of time on these subjects, but even so haven't come up with a lot of good 'answers'. In these cases, I've learned to accept that there are just some questions that I'll probably never find an acceptable answer to, and that it's OK to leave these things unanswered. My personal philosophy has evolved into, "Do something to change the things that upset you, or else don't be upset by those things." It's hardly revolutionary, but acceptance is a pretty big deal for a person like me who broods and obsesses over things.
EDIT -- and, coincidentally appropriate to the thread's subject, everytime I see the OP's name 'criver', I read it as 'cry me a river' and lol a bit.