Distraction with music, tv, videos, exercise to help with depression, positive thoughts. On the unhealthy side I've tried self harming.
Here's how I cope, which might or might not be your cup of tea:
• I use mildly narcotic herbs which supress my anxiety and depression and lift my mood surprisingly well.
• I do martial arts. I think it's better than exercise, as it requires total focus which makes me forget everything else. I've started doing small exercises every day, at home and at work, which is a great distraction for me.
• I write, both fiction and non-fiction. Just like martial arts, or perhaps even more so, it requires total focus. I often muse on what to write in in my everyday life and it can be a great distraction too.
• Although I don't do it much nowadays, meditation is
really good for coping. It helps me relax and put things into perspective, and helps me live here and now and not worry about my future or brood over my past.