Okay, I've gone through most of the Chopin I have, here are my recommendations:
Prelude in E minor, Prelude in D flat major,
Etude Op.10 No.6 in E flat minor, Etude Op.25 No.7 in C sharp minor,
Waltz Op.34 in A minor, Waltz Op.69 in B minor
That doesn't even cover the Mazurkas, let alone the Nocturnes (which have most of his saddest compositions).
You can check this stuff out at classicalmidiconnection.com, or listen to clips on Amazon.
Another thing I'd recommend that is actually flute and piano is the siciliano from Bach's flute sonata in E flat major.