I found a scientific review of this, if you happen to be a research-minded person:

Gordon Parker, Isabella Parker, Heather Brotchie
Mood state effects of chocolate
Journal of Affective Disorders, Volume 92, Issues 2–3, June 2006, Pages 149–159

To summarize the article, chocolate does not have any intrinsic mood-improving ability. However, if you are the kind of person who eats when you're upset or stressed out, then chocolate will probably make you feel better in the short term. This only works for people who are "emotional eaters." It's not due to anything special about the chocolate. For emotional eaters, good tasting food improves their mood in the short term. Tasty food other than chocolate will probably have the same effect. Also, chocolate craving is a really common craving which usually cannot be satisfied with any other food.

The science is still murky on the effects of chocolate on serotonin levels and on appetite. Here is the article's concluding quote:

"For most people chocolate invokes anticipatory and consummatory pleasure, and is therefore an indulgence. When taken in response to a dysphoric state as an ‘emotional eating’ strategy it may provide some transient ‘comforting’ role but it is more likely to prolong rather than abort the dysphoric mood. It is not, as some would claim, an antidepressant."

For me, personally, chocolate only makes me feel worse. I prefer cookie dough ice cream

Thats interesting, thanks guys.