Listening to music, reading, or just sleeping. I'm also guilty of comfort eating, but that's not really a good habit. Also, ever since moving in with my current roommate last August, if I feel like I can't deal with stuff by myself, I usually storm into her room. Or talk with my other friends.
I write in a little notebook almost every day/night. I limit myself to a page so that I can be concise and focused. I date every page so that when I look back on my entries I can gauge how well I'm doing. Whether I write about what makes me angry or happy I try to write every day. Sometimes it's more therapeutic than talking to a human being because it won't try and suggest ways to better myself instantly, but it certainly doesn't replace the honest and sincere ear of a close friend.Good luck! :D
When I am down, I like to listen to happy music! I don't understand why people torture themselves with sad music when they are down. I think it may be because they want to know that they're not alone, or maybe the sad music helps them express how they actually feel. I also think that movies (comedies especially!) could definitely help you.