My husband says one of the reasons we can't truly mourn the loss of the Beis HaMikdash (the Holy Temple in Jerusalem) on Tisha B'Av is because we don't understand what we are missing. We never saw the Temple with our own eyes, and the coming of Moshiach will be so miraculous, we can't even imagine it. Books can help us to better appreciate the loss of the Beis HaMikdash and picture the future end to our exile.
Leah Braunstein Levy's The Waiting Wall, Genendel Krohn's When We Left Yerushalayim, and Rabbi Fishel Schachter's Yibaneh HaMikdash, can help children identify with the gravity of Tisha B'Av and hope for the redemption. Moreover, there are a number of excellent books and DVDs (such as Chaim Shmuel Friedman's) which elaborately describe the Beis HaMikdash's appearance and function, and these can help us too.
I'd also recommend David Shapiro's The Promise of G-d, which depicts a possible scenario for the coming of Moshiach.
You could even use this as a writing exercise:
Simply sit on the floor and contemplate what will be different when Moshiach arrives, when there is no more war. Xenophobia and illness--gone! Wealth distributed fairly! The RAMBAM writes that there will no envy or competition, either. Imagine a world united to the service of G-d and happy in it. Write it down, believe in it. Then think about the gap between that future time and what we have now. Better yet, think about one thing you can do to bring that beautiful future closer.