It's terrible but I usually just buy myself things.
The happiness doesn't last, though, of course, so I don't recommend this strategy.
I think the best thing anyone can do is to just get out of the house and go do something somewhere else. Reveling in the splendor of the world or just being surrounded by people, even if they're only strangers, makes it harder to feel blue, !Blue!.
Doing something nice for someone else also helps a lot.