I attended a conference as a volunteer for the Canadian Mental Health Association. There were workshops presented by University research teams that essentially confirmed that CBT is recognized as the leading successful psychology tool in the treatment of anxiety and depression, likely others related.
I have had training though perhaps inconsistently practice. I suspect that one would want to reach a point where the process of thought identification and then the countering/rational response becomes more automatic.
Give it a good effort and you should reap rewards of progress.
