While I could not say playing a full game cheered me up, there are some games that I have started up just for the joy and comfort of visiting someplace familiar. Walking around Riven and Ae'gura in Uru was an escape for me, though I have lost my access to Uru since I had my computer revamped. Sometimes I load up the roller coaster in Amateria and go for a ride.
After finishing the online version of Uru, I used to revisit the room in K'Veer with the giant arch -- a location which is not available in the single-player version of Uru -- the last picture on this pagehttp://www.florestica.com/hpotd/caverns_islands_and_great_shaft/kveer/index.html
You can walk around the room and see different views out the window.
I haven't tried logging into Myst Online for a while.
It's inconvenient to have to log in online as opposed to having the game installed 100% on your computer, and you run into problems like slowdowns or getting kicked oout of the game because of connectivity problems or server issues. It would be nice if Cyan could release those parts of Uru that weren't included in the original game so they could be played without a remote server.