
For anyone interested in the topic (and CBT in general) I can highly recomment [What You Can Change and What You Can't - The Complete Guide to Successful Self-Improvement](http://www.amazon.com/What-You-Change-Cant-Self-Improvement/...) by Martin Seligman.
As someone who has recently developed a bit of an obsession with mindfulness/zen/meditation, this book is a good example of the parallels between that and the field of psychology.
Cognitive behavioral therapy teaches people to recognize negative thoughts ("I failed the test because I'm stupid"), dispute the thought ("If I'm stupid, how did I get an A in math last week"), and propose alternative explanations that are transitory or shift the blame to an external source ("The teacher was in a bad mood when he graded the test/I didn't study hard enough").
It's been shown in studies to be as effective as drugs, and more lasting (if you stop taking the drugs, the sadness might come back).
It's an alternative - it might not work for everyone, the OP mentions he had trouble with therapy and I'm glad he is finally doing better.
Freudian/Yungian take a "mental illness model" approach that doesn't work for people like us, I believe. Cognitive Behavioral Therapy and other approaches are much more effective, in my opinion.
You should also read Martin Seligman's books (Learned Optimism and What You Can Change and What You Can't) as well, and Dan Gilbert's new book: http://en.wikipedia.org/wiki/Stumbling_on_Happiness
As I understand it the 'standard' treatment for phobias and panic attacks, for example, is extremely effective compared to 1) earlier psychotherapy approaches, and 2) no treatment.
CBT more generally seems to have decent rates of efficacy, at least with things like anxiety disorders. And at least based on my personal experience and a handful of people I know, it often proved effective where earlier psychotherapy was not, where a good social support system was not, and where doing nothing led to the increasing anxiety levels in the first place.
That said, I'm skeptical of a lot of things in the field, so I don't want to sound like I'm fully defending it.
EDIT: apologies for not providing hard evidence. One book that references studies in regards to this issue is "What You Can Change and What You Can't" by Martin Seligman, but I don't have it nearby.
