CBT doesn't work for me either. I do psychodynamic therapy with my newest T (I have 2), but since his disclosures (all appropriate) help me so much (never had one who ever shared any self-experience before; it's amazing how much it helps me), he said there is also a relational component to it as well.

I would ask your therapist how he works with CBT and his patients and what to expect, and see if this works for you in theory. You might not know yet, so you might try it and see...or you might know right away you want something different, and in that case, a psychodynamic T might work really well for you.