There is nothing more depressing than real life. Just watch the news (I don't!) for a good dose of hurricanes, tsunamis, terrorists, murderous husbands, and the scariest of all--stories about the morons running our country (*disclaimer--in this instance moron is all encompasing, so dems and repubs alike feel free to take offense at will).
In the past, movies like Cold Mountain and A River Runs Through It left me, well, cold. As in numb, depressed and wondering why the hell I ever went to see that piece of...ahem, critically acclaimed work in the first place. I do my best to avoid all such movies these days.
There's nothing that irks me more (okay, there's actually a lot that irks me more), than investing two hours of my life in a group of characters, hoping they make it, live or prosper in some way, only to have them-- tragically and in full gore--be killed for the sole purpose of grabbing the attention of critics. Come to think of it, why are critics only satisfied by death, torture or the major suffering of a generally good human being? And who hires these people? I'm not saying those particular movies were bad in any way other than mood. I just don't want to see a movie then feel foggy and disconnected for the next week.
I don't watch TV, so it's nearly torturous for me to sit through two (or more) solid hours of something unless it's really, really good. Good like suspense thriller good. Or seriously funny good. Those are just personal tastes, but, as long as they end Happily Ever After, I'm, well, happy.