Wallowing in despair 
Seriously though, when I'm feeling down I actually do find it comforting to just dwell on how down I am and letting the emotions run its course. Sometimes it leads to inspiration for my stories, and then I can feel comforted in knowing I have some emotionally resonant stuff to write about XD
If I try to distract myself with nice things, I just find myself unable to enjoy those nice things so I might as well save those nice things for when I'm in a better mood and able to enjoy myself 