I think there are times that I bottle things up and if I finally just release and let them out - crying or not crying - it makes things much better. But crying for the sake of crying doesn't seem to help, and if anything it seems to make me feel worn out.
So I'm all for releasing your feelings in a healthy way. And I do like watching movies that make me emotionally connect with the characters. But for example I watched Atonement which is a depressing movie, and I came out feeling depressed. If I go in and watch a happy movie I come out feeling enthused and happy. So while I do enjoy movies of all types, it seems more healthy for me overall if I focused on happy movies