If you are depressed, we recommend you listen to a couple Weird Al albums - those will cheer you up right quick.
Not so much a "fun" fact, but one time when Al was on tour he heard the news that both of his parents had died due to a carbon monoxide accident. He decided to go on stage that night, because "it seemed like a better idea than sobbing for hours" and he thought that if his music was so good at lifting other peoples' spirits it would work for him as well. It apparently worked.
As for list commentary, "Albuquerque" is Al's magnum opus and its absence might very well stand in violation of the Helsinki Declaration, at a minimum.
"Dog Eat Dog" and "Melanie" are great deep cuts though. There are some other great underrated songs that haven't been mentioned yet, like "A Complicated Song", "Foil", "Genius in France", "Don't Wear Those Shoes" and "Couch Potato" (
though the latter has a few unfortunate jokes that don't hold up well) (I think I was thinking of "Jerry Springer" here).
"The Alternative Polka" is the best medley, though Hamilton is also an instant classic.
I don't like "Word Crimes" much at all, but that's due to a confluence of several personal bugaboos.