I vent, I take long or short walks, I sleep, write, or pray. Deep meditation and having someone to talk to do wonders too. Either which way, it helps me keep my feet firmly on the ground and start to think rationally.
I am talking about emotional burdens and coping with them. They come in light or heavy, and whatever the causes may be, they should be taken seriously. Letting go, changing perspectives, thinking positive, and holding the reins of your own happiness can keep you from inducing more damage to any undesirable situation. One can always beat depression. You can not just sit around, pretend everything is okay even when it is not, nor can you just escape reality. Because by doing so, you may not know when you have already let life slip away.
And life is beautiful, however imperfect it may be.