Sometimes, I like to hear that it's okay to feel bad, it's okay to wallow in a bit of self-pity. Not that it's "only human", but that it is plain and simple acceptable.
Sometimes, I like to hear some agreement about how bad my situation is. It's weirdly reassuring to hear that yes, things are pretty sucky, you have every right to feel like bursting into buckets of tears; even if you happen to be walking down the street when that feeling hits.
Sometimes, I like to hear solutions. Not the fucking generic "Don't worry, it'll all be okay", but something more tangible and more practical. And that's why very few can pull off this bit. It's important to fully understand the problem, and hence know what is and is not a possible solution. If you know x, and you know y, and you know me, and you tell me (after careful thinking and due consideration) what I should tell y because of situation x, then it might make me feel better.
Sometimes I like to hear a joke. Most of the times, that works.
Sometimes I like a little pick me up. But I don't always take it well. "C'mon you can go through this, you've seen worse" sometimes sounds like I shouldn't be complaining. Even if it is meant to be a vote of confidence. May be I can go through it: hell, it's not like I have much of a choice, yeah? But for now, i'm tired. It's making me sad: and so is the idea of going through it: even if I'm capable of it.
Sometimes, I just like to be heard out. And hugged. That always works.