I've never really done DXM, myself. I think I should, whenever I read the experiences that the brohno over on /mai/ had on it. But I always go for Benadryl/DPH. Nothing beats depression like realizing you've found your mind once again after losing it among the piles of spiders/fingernails that littered your room 6 hours ago. It's a novel entertainment every once in a while. Something about the insanity attracts me. It reminds me of how the world changes into the dark, rusted, disgusting version in Silent Hill. The horrid experiences are very cathartic, in my opinion. You feel clean and very satisfied with a bleak, boring reality for a while (after the hangover goes away). I guess I'm just a masochist, though. Outside of the hallucinatory aspects, I like taking a lowish dose because it makes music sound like the most beautiful thing in the world. You hear it on a completely different level on DPH. Definitely not for everyone, though.
But outside of drugs, the one thing that can snap me out of a funk is the Kyosogiga OVA. No, it doesn't get much gayer than this. If I'm sad or downtrodden, I just have to pop on the OVA, and by the end, I'm giddy and hopeful for the future. It's no exaggeration for me to say that the last 5 minutes (including the credits), are the most beautiful 5 minutes of animation I've seen in my life. It just generally cheers me up the instant I watch it.