Possibly the reason there's such a plethora of melancholy songs is that that's what Celts do best! Never happier than when we're miserable....
However, if you are looking for more up-beat songs how about "Ho-ro My Nut Brown Maiden", or the "Mingulay Boat Song"? Not necessarily everyone's cup of tea, but I don't think anyone dies in them. I couldn't say what Cd's you'd find them on as they are traditional songs.
A good source of more up-beat songs, though maybe not strictly Celtic are by a band called The Poozies (all female, very very good). They have two albums out "Chantoozies" and "Dansoozies" - sorry, I don't know the album label off hand as my copies have gone walkabout. By the way, I've only just discovered Mudcat - what a fabulous place! Hope some of this has been some help, Tinwhistler.