@ ChangingMyMind

CBT is similar to brain training. You can teach yourself. It concerns itself not at all with the past but with the present and present thinking/ feeling/ action.

In-Depth: Cognitive Behavioral Therapy | Psych Central

CBT Therapy Worksheets & Self-Help | Psychology Tools

Brain training is based on neuroplasticisty. There is a famous experiment on primates that established it and gave them a good understanding on it. It has been applied to stroke victims with much success.
The following is a link to a doctor I trust very much. UCLA and has worked with lots of stroke victims but is very into meditation and other interests. Has written a lot of books.
Dr. Jeffrey M. Schwartz, M.D. - Home

I read this one.
Dr. Jeffrey M. Schwartz, M.D. - The Mind And The Brain

he is not really focused on depression though.

I wouldn't know what to recommend as far as a brain training book. There are a lot out there and I am skeptical of gimmicky stuff.

Neuroplasticity, nuerotropic growth factors, new dentrites that grow, new connections that are formed is proven fact.

I like CBT and meditation for that. Proven effective. How much you can change biology is debatable. If a stroke damages to much brain tissue those functions will never be recovered. I will never meditate my eyes from blue to brown.

Once you are an adult it is harder to change what was "hard wired", not impossible though. Therapy, meditation, CBT, can take along time. A lot depends on core causes.

I happen to like Jeffery Schwartz very much because he is into Buddhism, Quantum Physics, he is a psychiatrist, neurologist, and has teamed up with Henry Stapp to argue the link between spiritual consciousness/ mind and brain. Henry Stapp is a very renowed quantum physicists at Berkeley. Controversial.
http://www.amazon.com/s/ref=nb_sb_no...a%2Cstripbooks

You don't need to get that deep to get into brain training........lol. I am into that stuff.