Everyone is different. Psychiatrists are medical doctors that prescribe meds. Most have huge loans and expensive lifestyles and cannot afford to listen to a patient's problems for an hour. They squeeze four people into an hour and in those 15 minute sessions they do medication management. That's where they make their money. Plus, they focus on the disease model and see things in a black and white way often, unless they personally do therapy (which is rare these days) or are part of the minority that don't. That's my experience.

There are nurse practitioners who can prescribe meds as well and are often cheaper, but I believe they must work under supervision of a medical doctor. Nursing follows a different philosophy and from what I've heard they are more likely to take the time to get to know you and don't see you necessarily as a machine that needs to be repaired. But there are always exceptions and this should be seen on a case-by-case basis.

Social workers have a masters degree and 3-5 years of experience working under supervision both in graduate school and post-grad. Some have doctorates. They are trained to think in terms of person-in-environment, seeing a person as a product of their surroundings. They often employ family therapy techniques, and factor things like jobs, history, connections, socioeconomic class, relationships, finances, home conditions, etc, as well as genes, medical problems, and personality/trauma/coping mechanisms. They do everything from case management and advocacy to individual psychotherapy and public policy.

Counselors are trained in counseling and psychotherapy techniques and most have masters degrees with 3-5 years of supervision. They are often very skilled at certain techniques such as DBT, CBT, etc. They are more skilled, IMO than social workers and master's level psychologists because they focus on these techniques and how the individual can learn to think and behave in new ways to cope with their difficulties. I've had the most success with them. But, the drawback is they often do not put as much importance on external factors and environmental circumstances.

Psychologists are a dying breed, and those that are not teaching, managing clinics or doing research are often in highly specialized practices. They have Ph.D's or Psy. D's. The former is research and academically oriented (but does hours and gets experience in therapy) while the latter is heavily and strictly therapy-trained. I felt my time with a Ph.D psychologist was a complete waste. But with the Psy.D psychologist, I felt she was brilliant and dedicated. Like counselors they often focus on a few treatment models or schools of thought as opposed to being wholistic. They are also more expensive.

Master's level psychologists I would not recommend. They are not eligible for licensure in most states and thus can only market themselves as "coaches" and not counselors or therapists. A masters in psychology is generally theoretical and there's scant in-depth, supervised practicum which are integral to social work, counseling, and Psy.D. programs. These practitioners often become screeners or work in other fields of psychology such as industrial/organizational psychology.

In a nutshell- Psychiatrists are for meds, social workers are good for a wholistic approach, counselors are good if you find a particular school of thought works best for you, and psychologists are a mixed bag but the good ones often have a wealth of knowledge and experience. Finding the right mix of help is a tough process and it's mostly about how comfortable you are and what you need. Shop for one as you would shop for a car or house, because it's expensive and leads to long term changes, for better often, but sometimes for worse.