The last time I had chemo, 3 years ago, I kept watching a home made music video that my cousin and her friends had designed for a music festival. That video had the wonderful effect of relaxing my body every time I watched it and I believe it made my last chemos much more barable than the previous ones.
Here are a couple of articles that look at poetry, art and music therapy:
Poetry:
http://ecam.oxfordjournals.org/cgi/reprint/2/2/161
Art:
http://www.montyscorner.org/content/art-therapy-cancer
Music
http://www.cancernetwork.com/display/article/10165/1421447?GUID=D710398A-F8DE-4306-A284-D0DB10B555A2&rememberme=1