I have fond memories of the second season of Ally McBeal, which is, if I'm not mistaken, the only series - or one of the few - to deal with the themes of depression and loneliness for a whole year. They didn't use those words, but during the whole second season, Ally was basically clinically depressed, and I thought it was a radical idea for a comedy show.
Funny you should mention that considering one of the names that keeps recurring in this thread. Watching the rest of Buffy might not be a bad idea.
