When I am feeling down, I will try to doing something creative, take a walk, go to the gym basically I will try to keep busy so I don't think about having diabetes as much. I try to live my life as best as I can. Once you let diabetes take over your life that is when you can start running into trouble. It happened to me so I know.
But if you do feel overwhelmed by diabetes the best thing you can do is talk to someone. Your endo or CDE can point you in the right direction. They are there to help you. They can refer you to pyschologist specializing in diabetes, when you have a chronic condition I think it is very necessary for people to have someone like a pyschologist or social worker to talk with.