Music is what keeps me going!
It's been the best way for me to get my mind off the gloomy things when I'm so lonely and depressed. I started playing the piano when I was 7 and got into lead guitar when i was 15, Plus organ, accordion and hopefully tenor sax soon. The guitar is great as it's a very expressive instrument, You can really make that instrument talk.
I agree that pushing your self to learn some hard pieces can be stressful along with doing scales, exercises and the like, but with that hard work comes the reward later of being able to express yourself more easily.
Also listening to music can really get your mind off things. Some nice smooth stuff is good therapy for me usually. I'm afraid the new top 40 stuff does nothing for me.
I think a lot of people are missing out if they only limit themselves to new top 40, there's so much music that I wish people would open their minds to.
If you ask me, Music can be more effective then medication for some people.