I agree that CBT is good for concrete immediate help. I also think that the main thing is letting your therapist know what you're specifically seeking help for and seeing if that person is able/willing to get down to addressing those topics with you!

You might begin here by looking at the anxiety forum. My T has recommended various CD's on coping with anxiety and relaxation tapes, too. But I definitely agree that having a face-to-face T relationship is always important.