well, when I am depressed I usually listen to some Distillers or Hole or the Kills or something that is feminine and inspirational, but my dirty little secret is that every once and awhile, I will throwon some Jewel.
Forsaken by David Draiman would have to be a sad one, may not immediately appear as such, but after a while once you grasp what is actually being said within, sadness is inevitable .. for me anyhow.. oh yeah and mad world .... all l can think of right now .. but l'm sure there are tons out there!
Good choice, that always gets me too... Its not exactly a happy song anyway, but listening to it when you know that was his last... And the video doesnt help either, just makes it worse...