Coping is an incredibly personal thing. I've seen people go with alcohol, or with working out and running almost obsessively. I don't think either are necessarily a good thing, but at the end of the day you still need to be healthy, functional, and sane to get through the next day. I do my best to just stay in touch with my creativity.
Early in 2014, reframing thoughts was helping for awhile. I was able to start getting some average days instead of bad day after bad day just by avoiding a few of the particularly nasty patterns. Eventually daily life was too miserable for that to do much, though. You can avoid taking a public rebuff as a reflection of your unworthiness, but you can't put lipstick on a pig when it comes to a complete and total lack of a social life.
Now it's focused meditation and postures. This involves focusing only on a single physical or mental object with all my awareness, or remaining in specific positions and focusing on breathing to see how long I can remain like that. Mind/body training, really.