I guess it depends somewhat on the reason why I am sad as well. If it’s something I can’t change or like a feeling of everything being too much, I like to either distract myself with watching a movie or working out. I specifically like doing yoga or a dance workout, because it allows me to really get out of my head and not think too much about what made me sad. If the feeling comes from something I need to work on or need to process however, I like journaling or talking to a close friend, because writing things down helps me understand my emotions better and/or let them go. And the support of a good friends is something you can’t replace I reckon.