PrettyCarEye:
Can't speak for anyone else, but for me personally it's an absolute NO-NO. If I'm feeling depressed watching tragedies will make me feel worse because it compounds any negative feelings I might be having about life. This is the time when I need to watch happy stuff that makes me laugh and feel uplifted. A happy ending is a must.
Actually, even when I'm not feeling down, I still prefer to watch happy stuff rather than tragedies, esp if it's drama. I have a higher tolerance for tragedies in movies because they're shorter and I tend not to absorb all the sadness of what I'm watching. However, I don't want to spend hours and hours of tragedy in dramas. No, life in general is tragic enough. All you gotta do is turn on the news!
I use to always steer clear from tragedies, since I felt the same way, why would I go out of my way to put in so many hours on a show that would end badly anyway, when I watch things with happy endings it makes me feel happy because, even if I am not happy, seeing others being happy and getting a happy ending would make me feel happy and more hopeful that happiness is attainable for everyone, however there are times when I would watch something happy and it would have the opposite affect and actually make me feel even more sad since I would wish I could have a happier situation like the characters in the drama. I've always wondered though why some people really enjoy watching tragedies and go out of their way to watch them...the only reason I have been tempted to watch a tragedy is when people say that the story is really good, so then I watch it and then skip through the ending to lessen the amount of crying.