Anyone have any recommendations for ME?
A Certain Magical Index - It's fairly shoneny. The first arc gets just a hair depressing near the finale, but after that it's tends to stay away from that pretty well. Personally I prefer A Certain Scientific Railgun (which is it's sister story from a different point of view), but it's better story and higher production rates come at the expense of it being a
lot more depressing comparatively.
Soul Eater - Might be worth checking out. Honestly the story is not the most understandable even in the original manga, though the anime did a really good job at pulling together a semi-sensible ending from the first half of a fairly nonsensical plot (at which point they ran out of manga to adapt).
The Devil is a Part-Timer - Again, absolutely hilarious, fairly light comedy, and somewhat shoneny for the intense parts. Probably not quite a perfect fit for what you are looking for, but it's still definitely worth a watch.
Fate/Stay Night: Unlimited Blade Works - Glorious shonen that is
very pretty. Possibly my favorite anime ever so far. I'd suggest watching through Fate/Zero first if you can stomach it, but it's lots more depressing than UBW is (including
many bad things happening to children, be warned). It's still okay to watch UBW without F/Z, but you might miss some of the references or have a bit harder time recognizing some of the character relationships.
Trigun - It's pretty fun. Has a few depressing moments, but the vast majority of it is just sheer hilarious shonen action. Only real drawback is that it's old (1998) and looks old.
Code Geass - Not gonna lie, it's fairly depressing, but not quite as much so as Attack on Titan and with that same "this is something that we need to fix" aspect to it.