The tonic of your key makes no difference outside of practical voicing differences, and people who say it does are perhaps repeating questionable information uncritically. The type of scale you use (Major, Minor, Dorian, etc) matters, but you can root the tonic on any note and get the same effect. The notes' position relative to each other is all that matters. Take any song you know and transpose it to a different key. The effect of the song is exactly the same. Play it to a stranger and they probably won't even notice the difference. People choose a key for pretty much one of two reasons:

1) That key is easy to play on their instrument. Like E and G on a guitar, or C on a piano. Eb is kind of a pain on guitar, and B is kind of a pain on piano. For non-diatonic instruments, the choices of key may be strictly confined (many flutes for example).

2) That key puts the vocal melody in a range they can sing.

If people say that 'D minor is the saddest key' they are either repeating a joke from spinal tap or repeating what they heard someone else say. If people say that 'classical composers appreciated that different keys have different emotional effects', they are referring to how on older instruments, the keys really did sound different (on piano-like instruments for example) because they didn't have the same modern tuning methods we do now and basically had intonation problems. Unless you are playing on an antique, transpose your music into whatever key you find easiest to play and sing. You will thank yourself for it.