i went through CBT for a short time to deal with issues i had to do with my childhood, i had the same experience with it as Hensley, it made me understand things a bit better but didn't do much to deal with the severe depression i have had for many years
I did CBT for many years. It really helped me to better understand my life and the people with whom I share it with. It was nice to have someone to vent or "unload on" at the end of each week.
I also learned a lot about my condition in CBT, unfortunatly it didn't help at all with the actual symptoms of my severe depression and anxiety. Just helped me to deal with this in a different way I guess.