I've read one of the books you linked to, Thinking Fast and Slow, and it was very interesting, I don't know if I would say I found it helpful, though. But interesting information all the same.

The other one you linked to looks pretty good, as well. The fact that Albert Ellis endorses it speaks well of its possibilities.

I haven't actually read it, but I've encountered a lot of positive input online about this.

Personally, I found some value in this. It's from the 70's, so it's a little dated, though. I wish I still had my copy, I could probably use it right now

I would highly, highly recommend this one, though. It's not a self-help book per se, and not geared toward depression or anxiety exactly, but it's certainly helped me with both.

I've read many self-help titles, if I think of any more, I'll let you know. I hope you find things that are helpful to you!