You will be a little depressed no matter which one you watch imo. I never saw TTSS though. I think Melancholia is a visually beautiful movie and it's also an interesting depiction of depression. I really enjoyed the film, but it can be a bit pretentious and drawn out for some. It's about the world ending due to a planet crashing into earth, but that really takes a backseat in the story. TGWTGT is probably a little more action/suspense, but it's also depressing and long haha. I don't think I'm helping you make this decision at all.