Self-soothing methods help to sooth calm and relax you when you are upset. However, they are not the only reasonable approach to helping alter your unwanted moods. Sometimes, as the saying goes, a change is as good as a rest.
Distraction. Distraction is a surprisingly effective technique for changing your mood. When you realize that you have become upset, choose to interrupt your negative mood by engaging in something that distracts you from what has upset you. For best results, the thing you engage yourself in as a means of distraction should be both absorbing and interesting to you. Doing this thing should either require your full attention, or be so absorbing of your attention that you will forget yourself. Watching a movie or TV show, surfing the net, reading a book, listening to (energizing) music, calling a friend, and exercising are good examples of the latter, while engaging in detail-oriented tasks like writing, programming, cleaning your house, weeding your garden, playing music or singing or otherwise being artistic, or organizing your files are examples of the former. You should do something you like doing if at all possible. Work can be a fine distraction if you like working or find it absorbing, but it won't work out well if you don't.
Distraction works because it interrupts your mood and forces you to "shift gears". Many negative moods contain an element of rumination to them. When you ruminate, you go over your problem or worry again and again in your mind. Each time you go over your problem or worry, you reinforce its grip on you. Distraction breaks this grip by forcing you to think about other things. If the thing you distract yourself with is sufficiently compelling or demanding of your attention, you will temporarily stop ruminating and start to feel better. Maybe not good, but better.
Distraction is not anything more than a temporary respite or reprieve from negative moods. It is not a permanent cure or fix and should not be thought of as one.
Some people feel a responsibility to their negative moods. Guilty or grieving people feel that they will be betraying someone or something if they stop feeling badly, for instance. If this is an issue for you, rest assured that your guilt or grief will return shortly. It is safe for you to distract yourself, because your pain will be waiting for you after a short break.
One reason why distraction is not more popular as a means of coping with negative moods is because it goes against conventional wisdom which suggests that you have to face down your troubling emotions before you can escape them. From this point of view, saying that its okay to distract yourself when you feel bad is akin to saying that denial is a good way of life. This is a false argument, however. It is true that a certain amount of facing or learning to accept negative emotions is a healing thing. The less you struggle against negative emotions, the less you have to feel badly about. It is also true that sometimes negative emotions can be overwhelming, and you really need a break from them. You need to find a personally appropriate balance between dealing directly with such moods and escaping from them in order to have the best chance of healing.
Organization. A very good way to distract yourself productively is to do something to better organize your life. By organize your life we mean clean and order your living or working spaces, your personal calendar, the way you handle your finances, your computer, or the way you dress, exercise and generally carry yourself. Cleaning your house can be an incredibly empowering thing to do, especially when you are feeling bad. Typically, when you are feeling badly, you are also feeling out of control. Your internal state is often a reflection of your external state. When your environment is messy, you feel messy inside. When this is the case, any time you spend organizing your environment (your home or work environment, etc.) is also time you spend building up your own personal sense of control and accomplishment. Your efforts to organize your life are thus both distracting from your mood, and separately empowering and confidence building. It's a simple thing, but it works.
Comedy and Humor. Another good way to distract yourself is to immerse yourself in comedy and humor. Watch a funny movie or TV show. Listen to a favorite comedian's routine. Read a funny book or magazine. Find something that will make you forget yourself and laugh out loud for a while.
When you're feeling anxious or down, you tend to have a rather grim face, and your thoughts, which are keyed to your emotions, are similarly grim. By laughing, you engage facial and body muscles associated with positive emotions. As these emotions are enacted, however temporarily, it will become slightly easier for you to remember positive thoughts and positive memories. It's a temporary effect, to be sure, but it can be a relief. Laughing also has a relaxing effect, and will help to reduce body tension.