It can take some trial and error to determine what works and what doesn't. What works for someone else may not work for you, and that doesn't mean there's anything wrong with you. My therapist recommened that I get Feeling Good by David Burns, and From Panic to Power by Lucinda Bassett. For me, Feeling Good was a longer read, but more useful, because there are exercises that you can do to work through issues, and he presents them in a non-judgmental way. From Panic To Power is a quicker read, but it's about a woman that "cured" her depression and anxiety, and, for me, it just made me feel worse because she delivers platitudes such as "it's all about attitude" and that people are depressed or anxious because somehow they benefit from it. I honestly found it offensive. Another book that helped me was Maximum Self Esteem by Jerry Mitchinton. For a time, I read it every day. But again, you determine what works for you, and throw the rest out. Just because it's in print doesn't mean that the author has all the answers.