Both work for different things for me. CBT helps with my anxiety and obsessive thoughts, psychodynamic seems to help more in overcoming issues mostly coming from my past.

I don't think either of the two would work on their own for me, since just talking doesn't help me develop coping skills, but CBT doesn't help me understand where my issues are coming from or what I can change about myself so that the same issues won't happen again in the future.