I often ask my clients to use music to help them get through periods of emotional turmoil or urges to self-harm. The key to this skill (which is suggested in Dialectical Behavior Therapy), is to pick music that is the direct opposite of the mood, emotion, or urge that you're struggling with. So, for example, if you are feeling desperate and hopeless, pretty much any song by Evanescence is out. But, maybe something soothing (like "Blackbird" by the Beatles) or upbeat (like Katy Perry's "California Girls") would work.
Frankly, I'm a little out of touch with pop culture, so I don't have a lot of great songs to suggest. Do you have certain songs that help you cope? What are some of your favorites? Comment below or go to the "reader's respond" page on music.