Well, you know me, I'm a big fan of faking it till you make it, even if it means picking an artificial happy place. The brain has to be trained to be "happy." So, yeah, books and TV shows and the like don't provide "real" happiness or lasting happiness or whatever, but I do think they can help train someone to feel something other than depression.
Obviously, I'm not a doctor. My opinion should not be taken as a professional opinion.
I just don't believe in depriving someone going through a depressive episode of the reprieve arts can provide.