I think it's going to have to be Sigur Ros, atleast for the moment being. Their ethereal sound is just so calming, so melancholic, so emotional, and so powerful.
I have absolutely no clue what most of their songs are about ( Iknow one of them is about "jumping in puddles"... so I'll assume most of them don't really have that deep fo a meaning) since they're all in the language that they speak on iceland, but yeah... It's REALLY good.
I'd hardly call myself depressed, but for some reason, I still like depressive stuff, or "emo" stuff as you may call it. Atleast to some degree, and Sigur Ros just feels like something people would call "deep shit". I've also found some liking in other weird bands, bands that really don't fit into any genre, that some people say "Is this dubstep? is this rock? is this indie? No... this genre doesn't exist yet. It's some weird elecrotnical shit without the extreme bass-drops and shit"
Here's and example of weird music:
Sigur Ros is fairly popular though, and I'm definitely not the only one who likes their kind of music. It's very unique, atleast it feels special.