I've been to psychiatrist before and all he was trying to do is to experiment the correct dosage with me over a period of 2-3 months with 10-15 minutes sessions every 3 weeks or so, and eventually nothing works. I have to say though it was for ADHD. But even for depression and anxiety, I'm not sure how they can guide me without medications. I've been reading CBT books, and probably they will say the same things. So, I prefer to deal with it on my own pace and choices.