Well, I'm going to talk about Lana Del Rey, maybe you've heard her before (maybe her Born To Die album, which was a big hit on the web, or her terrible SNL performace, etc.), I don't know how much airplay or recognition is getting worldwide now.
Obviously I started listening to her popular songs of the Born To Die, and thought her music was depressive. But last year I listened to her other works and now I consider myself as a fan.
Her lyrics talk about broken relationships, drugs, sex, and the American Dream. Yes, most of her music is sad, but I don't find it depressive at all. Well, her lyrics are not the best influence for all the teenagers that listen to her music, but people don't understand that Lana Del Rey is just a character and her music is not "real", just pure imagination.
The music itself it's beautiful, wether it's trip-hop, dream pop, alternative rock alike, jazzy, etc. Everything is "soundtrack-ish" filled with melodrama. Once you understand her style and music, it's not easy to et out of it.
Seriously if you only have heard Born To Die songs, I recommend the Ultraviolence or Honeymoon albums
Ultraviolence is filled with rock elements along with Lana's signature orchestra, and Honeymoon is a more "organic" dream pop album with elements of other genres. These album had a pretty good critical reception, too.
I recommend these two albums for anyone who's looking for some new music with meaning, drama (Ultraviolence), or beautifully made music.