I loved FFX, but the laugh scene didn't bothered me. Yes, it was kind of a WTF moment, but I wasn't bothered by it 10 years ago (damn, I seriously need to get a PS2 soon... so many games I want to replay and so many that I missed).
I played VII and VIII and while VII is definitely the better and my very first RPG ever, I didn't liked it back then. Nowadays, I find it quite charming at places, but I still don't like it as much as it's fans do. IX on the other hand, that's a game that I've never played and I'm seriously considering giving it a try.
As for other games nailing the depression through happiness, there's Guild Wars and it's pre-searing intro, especially if you get used to Gwen, that annoying little girl following you, smelling the roses at each step, it's definitely dishearting seeing your hometown utterly destroyed a few years later.
Also, Half-Life 2 and it's episodes is surprisingly optimistic despite it's shitty (and I mean REAL shitty) setting and I don't mean the generic NPC's lamenting their lives, I mean Alyx herself, her dad, Kleiner and the other scientists cheering for Gordon's return and you can even see their optimism for a brighter future rising.