Most of my closest friends know that when I'm feeling down, I don't really want much in the way of comfort—usually I'd rather just be left alone to deal with things on my own. Well, either that or they've been taking cues from Honey Badger and they just don't give a shit about me. But it works out well either way. Ideally, if you want to make me feel better, pat me on the shoulder, say "that sucks, dude," and be done with it. You don't have to side with me, or tell me that you're sorry (ugh), or tell me that you're there for me, or ask if there's anything you can do to make me feel better. I suppose that makes me sound like a macho ass, but usually all I really want from my friends when I'm in a bad mood is acknowledgement. If I told you what was going on, I want to know that you understand my situation. Basically, I want to know that you weren't just nodding your head while you check Facebook on your phone.
(Or even better, if you can make me laugh, even with a mean joke at my expense, I'll appreciate that a lot.)
I feel like I have an unnaturally decent ability to recenter my emotional state. This can be a blessing or a curse. It means that I don't get sad very easily and when I do it doesn't last for long, but unfortunately I think it also means that I haven't experienced the depth of feelings of loss and despair that others have been through, and it makes it even harder for me to empathize with people who are really despondent.
But if that helps you feel better at not going through your usual "let's invite Travis over for horseshoes and finger sandwiches to cheer him up" routine, that sounds good to me.