I think it depends on the individual but for me it has been extremely beneficial. I keep a diary (and depending on my mood, will sometimes use it as a way to vent emotions and then destroy it... letting my negative emotions go with the paper) and over time have completed a number of self-help workbooks that have helped me to more thoroughly understand my feelings and anxieties.

All I can suggest is to give them a go, if you find that they aren't giving you the support you need you can always stop