Sam:
Sam is a really empathetic guy and always knows immediately when something is wrong. He always goes out of his way to make sure you are happy. He will bring you your favorite foods and desserts and will snuggle with you for hours until you feel better. He will lay in bed and watch Netflix with you. He always drops everything and makes sure you are going to be okay.
Dean:
Dean can be pretty oblivious sometimes and doesn't always realize right away when something is wrong. However, when he does realize you are upset, he will try his hardest to help you turn that frown upside down. He takes you to karaoke nights at bars and sings for you. He takes you out for dinner. He takes you to the spa or salon so you can have a day where you treat yourself (and sometimes he likes a spa day, too.) He's not always the best when it comes to emotions, but he tries really hard to make you feel better.
Castiel:
When Castiel first started hanging out with you and the Winchesters, he wasn't great at the whole human/empathy thing. After he met you, his whole world suddenly shifted, and now the most important goal in his life was to always make sure you were happy. If something had you feeling sad or if depression was affecting you in any way, he would always go inside of your mind and take you away from your problems. He would transport you to your favorite movie, book, or tv world and just try to keep you happy. Whenever that wasn't what you wanted, he would take you out to get food and maybe take you on a walk at the park. He didn't care what he had to do. He just wanted to be with you and wanted you to be happy with him.
Crowley
Crowley may not seem like the type to be very sympathetic toward those in pain, but when his queen had her feelings hurt or was sad, he would raise hell to see her smile again. What really killed him was when he was the cause of her dismay. Usually, the two of you would cuddle up for a whole day and he would listen while you talked about what was ailing you. He would always listen and comb his fingers through your hair while he held you as close to him as possible. This always made you feel better.