Personally, I've been having some difficulty in my current relationship since the new year (though in my case it's more frustration about caring for her deeply and not being able to let go, despite feeling that there are irreconcilable diffiulties), and I gotta tell ya, these past few months I've had great mood-elevating success with lifting weights regularly, watching lots of 80s action movies, listening to lots of metal, and getting in touch with what it feels like to be a man
Obviously hyper-masculinity is unattractive to women (not to mention hilarious to everyone else), but as long as you have a good tongue-in-cheek attitude about it and don't take it too seriously (the aforementioned 80s action movies are as heartwarmingly goofy and campy as they are macho), I've found the testosterone rush to be quite addicting, and it's way better than moping and feeling sorry for yourself - give it a shot!
EDIT: However, I should clarify that I'm really not advocating getting angry, cuz it really does poison you and take a toll on your well-being (although it can definitely be a good motivator when your struggling to get those last reps out in a lift) - more just building strength and confidence in yourself (and for lifting, I've had great success following the workout guides and motivational writings
here, and then the actual routine
here - thanks to Adam for the latter!)