For Kierkegaard, there were different "levels" of despair that you could be in. As you descended (or ascended, or whatever) the levels, you became more in touch with your despair, and more fully realized as a person. For Kierkegaard despair was a fact of life, and it was better to be more fully conscious of your despair than trying to hide from it.

While Sartre is representing Jerry in the show (this is a parody of Seinfeld), he was actually kind of the George of the group, in that he was by far the ugliest, but somehow was constantly getting beautiful women.

Schopenhauer was a sad sack.