I think there is a real danger of avoiding unpleasant thoughts/feelings. You mentioned meditation. When I find myself thinking of something during meditation, I try to reestablish my focus and in the process I just drop the thought. I think that's correct during formal meditation, but dropping an unpleasant thought after noting it in daily life is wrong, as it leads to avoidance.

See the emotinal acceptance article that eugman linked to on why avoiding bad feelings is bad. If you feel sad because your dog died, just not thinking about it might be acceptable. But if you feel anxious because there is a deadline coming, ignoring the situation only makes it worse. If not-thinking is an automatic habit you can't distinguish between those two situation.

So the first thing to do after noticing that you thought something that makes you feel bad should be to not flinch away. If it's an irrational thought, dealing with it rationally probably keeps that particular thought from arising again for a while. If it's a rational and valid concern you should probably do something about it! If you can't (say, you are at work, so you can't do your taxes) you might feel bad, but I think not training yourself to avoid the problem is worth feeling a little bad (otherwise you might not do you taxes even when you are home).