Alright, I'll try and settle this sad or not argument with one of the saddest songs in 1980s pop history.
Kate Bush's "This Woman's Work" makes my girlfriend teary-eyed and even I had to swallow a bit to get rid of the lump I had in my throat last time I watched this video. It's definetly a mix between the music and the story the video tells, so be sure to watch it. (I posted it before in another thread, but I don't think anyone noticed, so I don't mind doing it again
)
I guess this goes straight through melancholy and well into sadness, though.
By the way, good call on Echo and the Bunnymen and Siouxsie