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The music I listen to certainly does not help, I like Metallica, Stone Temple Pilots and Pearl Jam a lot. And what a coincidence, one of my favorite songs by Metallica, Fade To Black, is about suicide and I never realized it.
I would find that hopeless songs, like Fade to Black, or Bleed by Cold, worked the best in the emotional connection. You understand the meaning of the song more fully, and generally means you express more emotion while listening to it if you focus on it, you're absorbed into the song and the emotions conveyed throught the music just comes out. Afterwards, after expelling that emotion, I felt better. Music is supposed to be felt rather than taken absolutely literally.
I do believe that there are songs by those artists you listed that are similar in feeling to Fade to Black and if you could develop a connection to them, it might help you out.
Hopefully that kinda clears up what I was trying to say.