Gaming is something that helps me for sure. It requires a lot of focus, and I can immerse myself in another world, be another person. That never fails to cheer me up, or at least take my mind off the subject for awhile. I often play multiplayer, which gives me that social fix as well and doesn't trigger my social anxiety as much. Learning something is also something that cheers me up. Whenever I learn something really interesting, my mind stays on that topic and wants to delve into it more and more. I'm in an inspired mood, and my mind shifts its' focus to that and not the thing that put me in a bad mood.
As for others trying to cheer me up, it's a nice thing to do as long as you don't force me into it. Let me talk about it if I want to talk about it-saying "Cheer up, sweetie" or "Awww, it'll get better." feels awkward and forced. I like it when people try to give me advice, or invite me to do something with them.
As for other people, I simply ask, "Anything I can do?," let them do the talking. I also ask them why they think they feel that way or why something happened, get into the real meat of things. Unfortunately, I'm not confident in the realm of giving advice. I don't know what the best route is, though I can share what worked for me. I also invite them to do something with me, like gaming or art, so we can put our minds on something else, do something productive and interesting. Quality time that'll make the both of us happy.