Lately I've realized that any series with any kind semi-realistic romantic drama (ie Kimikiss, Welcome to NHK, True Tears, etc) ends up making me feel depressed the more I watch it. Thats why I've been sticking to silly light hearted harem crap. How can I stop being a pussy so that I can enjoy these other shows?
get a girlfriend
By realizing that it is only anime and that you shouldn't get so worked up over it.
Watch the worst of the worst, several times. Once you stop getting any emotional distraught after rewatching 12 episodes of a certain anime over and over again (maybe another) then you'll truly be the most resiliant.
Otherwise, get a girlfriend.
I think I see a major problem here