I agree with Sarah, cardio cardio cardio! Running/jogging is my drug of choice, but the elliptical is also great. I prefer anything but the stationary bike, which makes me feel like a bum because I'm sitting down!
And make sure it's something you can do for more than a few minutes (I can only do the Stairmaster for 10!), or it probably won't be as good.
AND, if you're not just feeling generally crappy, but are angry about something, I'd suggest some weight lifting (or if you gym has a punching bag, some punching!). I find that weight training helps me get out my anger!
Great job deciding to go to the gym instead of eating! I should have thought of that yesterday when I was having a bad day . . . at least I managed to eat yogurt instead of a brownie!