I have never done CBT or DBT with a therapist. My therapists so far have kind of sucked, and I'm currently not in therapy at all. I discovered DBT while researching BPD, and then also discovered CBT. I was interested, so I started looking for self-help online materials that I could do on my own. Did a lot of reading and found a lot of worksheets / PDF downloads and so on. I am actually glad I was able to do it privately and on my own terms, although I understand that some people need the push and encouragement that therapy provides.