I'm self-taught on piano, and can play reasonably euphoniously. I prefer 19th century romanticism because it tends to be fairly forgiving of mistakes and can take rubato. It's my main instrument.
I'm almost entirely self-taught on guitar as well, though I took a few lessons after I had already gotten the basic hang of it. I play some classical (Fernando Sor studies and the like), but mostly just jam away at pop/folk/blues/etc. that you can sing along to.
I sing a lot. I've been in at least two choirs for most of the last decade. I sing tenor mostly, and it kind of kills me. Definitely a dysphoric experience, but singing is such a euphoric experience that it works out. At least I don't have to wear bloody tuxedos any more. But it's weird being the one woman singing tenor. It's not just that the parts are gendered, but a lot of music (about half of the vocal music Brahms ever wrote, for instance) is highly gendered in subject and form. Choir directors have an understandable but annoying tendency to say things like, "Men! I want to hear you from your entrance at measure 59!" Like I said, dysphoric. I'm working on the upper part of my range so that one day I might be able to sing alto without it being a stretch.
When I was little I took lessons in violin -- eight years in total -- and I stopped because it was just too damned hard. I regret it somewhat, and definitely want to have another go at it. I think it's the most beautiful instrument there is. But it is so unforgiving. Everything from tone to phrasing to intonation is difficult, and it sounds awful when you mess any of them up.
--
When I'm not totally down in the dumps, any instrument will do as a wonderful way to relax and open up and let go of whatever is bothering me. When I'm really down, though, it's awfully hard to play. There was a movie, "Elephant," that was more or less about the Columbine shooting, and there was a scene where one of the shooters plays most of Für Elise, and then stops abruptly, banging out a some dissonant notes. I'm not sure how other people saw that, but to me it was immediately obvious the way he was looking to music for some succor, but couldn't maintain the concentration to play an instrument.