I also find that playing soulful blues guitar on my telecaster at obscene volumes for several hours a day to be very therapeutic as well.
And now that I think of it hunting seems to be quite cathartic too.
But nothing, and I mean NOTHING is more joyful and liberating than the presence of the Holy Spirit brought on by prayer, answered prayer and/or a good worship service.
I like all your self-medication recommendations, and especially the last one.
:^>