I love sad songs, so much that I've made whole compilations (playlists, to you yung'uns) out of them. Don't remember the entirety of them offhand, but I remember a couple of the tracks:
Lacrimosa, "Kyrie" -- they write said songs really well. "Operatic metal" would be the genre; "Kyrie" was a 12 minute suite of operatic metal the entirety of whose lyrics are "Kyrie".
King Crimson, "Requiem" -- violently depressing -- I've been in moods such as this, but I do not have the discipline
to play when I'm that pissed off. Robert Fripp is, and I admire him for it.
Yaz(oo), "Winter Kills" -- the epitomical sad song. Drums, piano, voice, sung in a beautiful contralto.
Shape of Despair, "Fallen" -- just because it's one of the shortest songs by them, but really, pretty much anything by them is appropriate.
Clan of Xymox, "There Is No Tomorrow (The Retrosic Remix)" -- delightfully dark electro-goth-y music.
Black Heart Procession, "Waterfront (The Sinking Road)" -- a band that lives up to its name.
If I had it to do over again, I'd probably add something by Rob Dougan ("Nothing at All", perhaps).Happy Music
I generally don't like happy music, but some of the few that I like are:
Stewart & Gaskin, "Busy Doing Nothing"
Split Enz, "Straight Old Line" (pretty much anything, this is just my personal favorite)
Cure, "Just Like Heaven" or "Friday I'm In Love"
Psychedelic Furs, "Heaven"
Katrina and the Waves, "Walking On Sunshine" (cf. http://www.youtube.com/watch?v=yVv5sIY57TA&NR=1
I suppose if pressed I could come up with an hours worth of this stuff, but only if pressed.
For the crossover contingent, how about "Lovefool" by The Cardigans? Sad lyrics, happy music.