I love my pets. They are non-judgemental and always happy to see me. They are generally good listeners (well sometimes I have to bribe them to stick around).
Studies have shown that when we pet our animals natural mood altering substances increase in the blood stream, stimulating feelings of happiness and tranquility.
I bought my boxer pup to pull me from my grief and depression after my mom died.
It was a lot cheaper method of therapy than when I was younger :-)