Do volunteer work.  
Nothing will make you
feel better about
yourself than helping
someone in need.
Start here:
www.dosomething.org
Exercise.
Get creative with your
"blue-ness" - draw a
picture, write a sad
poem, take pictures.  
Express how you feel.
Write in your journal or
blog.
Things to do when you're blue:
Eat
chocolate.
Talk about how you feel.

Rearrange your
room or redecorate.

Bake something.
Make popcorn and watch your
favorite movie or TV show.
Make an effort to turn any
negative thoughts about yourself
into positives.
Sleep.
Check out  fun websites.  Here are
some suggestions...
Have fun creating and seeing yourself
in different hairstyles.  Careful, though,
on one of the sites, there is an offer to
join so make sure you don't sign up for
something you don't want.  
Read.
Pamper
yourself.  
Take a bath.
Do your
nails.  
Stretch.  Practice
Yoga.