I don't think people bashing on this thread and saying it's bad are being very fair. Depressing music is true, and relatable, it could be the only distraction that's going to stop someone doing something stupid and stop them feeling so alone then why not just listen to depressing music. Also, 'makes you more depressed' isn't necessarily a bad thing if it's just a sappy kind of depression, I know sometimes I just need to overload on feeling crappy so I can get it all out of my system, like sweating out a fever, although that never worked, I think this thread is quite beneficial.
I think Nine Inch Nails, Placebo, Radio head, Nirvana and Simon and Garfunkel do a pretty good job of making me feel like shite. I'm playing Nine Inch Nails right now actually, how appropriate.