This largely depends on how temporary you want your despair to be. For old-timey, country-music blues I generally recommend a good bourbon or whiskey; Bulleit’s a good standard inexpensive choice, and it’s nice for melancholy times because you usually want to drink it straight, or with a bit of ice. It’s pretty tough to get up the energy to make a gimlet or a vodka/tonic when you’re moping. You think too much about the steps and that leads to thinking about why you’re drinking and that leads to just more despair.
Better to go with something that you can drink without mixing, which in my case is basically bourbon with juuuust enough ice to cool it down and mute the burn a bit. Sometimes gin over ice, but that’s a rare choice; sometimes Jameson if I’m feeling particularly Irish at the time. Some people probably prefer scotch, but that’s never been a favorite for me. Vodka basically requires a mixer, so that’s out. Some prefer mezcal or tequila, but there lies trouble.
But if you want something to last a while, then a really cheap gin, like a BevMo industrial-sized Gordon’s, with one of those lime juice squeezy things, and a bunch of ice, will suit you fine for a few days probably. Maybe some simple syrup if you can find the energy to make it. I find the hangovers on that to be a lot worse than bourbon and ice, though.