Sex and sleep: Could it be more obvious that these are good gifts or God for our joy and health? You're not super-human. You need to rest (sleep); and you need to be loved on, intensely (sex). So pleasure your spouse often and then rest well afterward (Ps 4:8, 127:2; Pr 3:24; SS 5:1; 1 Co 7:5). To the unmarried, try substituting vigorous exercise for sex.
Books: I once heard John MacArthur say that when he is tempted to feel self-pity he reads a Christian biography of someone who has suffered. In addition, I recommend Job, 2 Corinthians 11-12, 1 Peter 1, Matthew 5:10-12, Jeremiah 20, Ezekiel 24, etc.
The Spirit Himself testifies with our spirit that we are children of God and fellow heirs with Christ, if indeed we suffer with Him so that we may also be glorified with Him -- Ro 8:17.