ya know, that's becoming kind of a cliche - that singers who commit suicide would naturally churn out "sad" music

Nick Drake's songs aren't depressing - they're meditative, ponderous and stark - they never "depress" me

same with Joy Division - it's just monotonal and reminds me of how humdrum routine is - never depressing

Well, to you maybe not, but people do not simply label said albums as depressing because the singers committed suicide. Closer in particular could be described as very sad, both in the music and lyrics. Curtis was skulking the deepest chasms of despair during its recording, and you can tell quite clearly I'd say.

As for Drake, well, I wouldn't say Five Leaves Left or Bryter Layter are 'sad', but Pink Moon definitely is in my opinion.

ok then how about late for the sky by jackson browne or tigerlily by natalie merchant?

haven't heard either

Elliott Smith´s self titled album and Joy Division´s Closer stand out as two particularly "depressing" albums to me.

Yeah I don't find Nick Drake sad. Introspective, melancholy at times. Joy Division can be pretty depressing though. Hard to say if it isn't just dredging up those painful teen years for me though as I was pretty depressed when I was really into them.

neil young has some pretty sad albums: tonight's the night, after the gold rush, everybody knows this is nowhere

Heartworm-Whipping Boy
Pretty grim stuff, even the seemingly upbeat songs like When We Were Young have grim undertones.