I have done CBT in the past and i have to say it seemed like a little bit of a waste of time.. I went privately after seeing a psychologist for depression...i was at wits end. I felt like the guy was just going through the process and lacked the empathy that i really needed at the time. This is obviously my particular experience and obviously there are many other types of CBTs out there.
I was fortunate enough to see a private CBT and have it paid for through my company but the sessions cost 120...
Anyway, i am now extremely happy with my life. I made a few decisions which empowered me...I saved up, went travelling and found meditation. I was so up the wall with the depression, having tried pills and CBT and nothingworked. I'd had a headache for 7 months which i had checked out and the doctor said was a chronic tension headache...chill out they said. Yeah, like it's that easy.!! Anyway, i meditated for 18 hours a day for 10 days. it was so difficult! But it gave me insight into my mind, and the mental tools that i now use to control my mind everytime i feel like i might be on the downwards slope.
Now i was very lucky to be without responsibilities and i don;t know what your circumstances are but what i do know is that you can go on meditation retreats here in the UK. They are donation based so don;t cost much at all...40 quid for 10 days board, food and mind control isn't that bad i wouldn't say.
Check out http://www.meditateinbrighton.com/ or just type in UK meditation retreat into google.
I honestly don't know why everyone doesn't do it!!