When you're feeling low, listening to music that describes exactly how you feel can help you get more deeply in touch with, and hence process, your raw emotions. So long as you avoid creating a story about why you feel bad that just reinforces the feeling, listening to music you can relate to can help you to move on from unpleasant feelings.
Here's a list of my favorite music for when I'm feeling sad, depressed or discouraged:
Soul Asylum: Misery
Misery loves company. Great for relating to frustration.
Linkin Park: Somewhere I Belong
If you're feeling lost and just don't seem to fit in, you'll relate to this one.
Evanescence: Going Under
For when you're feeling overwhelmed, like you're drowning.
Lily Allen: The Fear
Feeling anxious? You might as well acknowledge it... other people will be able to relate too.
Eminem: Lose Yourself
We all struggle with self-doubt from time to time. Just remember: success is my only motherfucking option, failure's not.
Gwen Steffani: What You Waiting For?
You've felt bad for long enough now; take some action to change it. What are you waiting for?
How about you? Do you have a favorite song for for when you're feeling low?