You shouldn't have to be feel sad in Sobriety, you should be happy and congratulated, and feel proud that you've made the necessary changes in your life for the better!!
I didn't use AA to get Sober, I use SR and some secular methods, there is a secular section here in the Forum, check out some of the stickies at the top for more info:
Secular Connections - SoberRecovery : Alcoholism Drug Addiction Help and Information
It's all about finding something that works, the goal is the same for all of us, but the methods can vary person to person!!