I keep in mind that life has highs and lows and neither lasts forever. I give myself permission to feel sorrow, pain, and all ranges of emotions.
I usually set a limit on my self pity...maybe it's ok for a day, but then it's time to analyze the situation. Why do I feel bad? Can I change anything? Then I take action if possible. I think about what I want my life to look like, then I set goals to make it reality.
And even though my life is pretty much how I want it right now, life still has its ups and downs. For me, a big part of my addiction was thinking I should always be happy. I avoided pain and discomfort at all costs (thus creating more pain and discomfort).