As a guy with a degree in psychology, I can definitely agree that cognitive-behavioral therapy is incredibly helpful for a wide range of psychological illnesses. However, I have concomitant bipolar disorder, obsessive-compulsive disorder, and GID, so I'm on Prozac to mitigate their effects and, of course, testosterone. The T has definitely lessened my depression, though not necessarily my anxiety. I used to take Xanax for that, but now I just smoke... yes, medical marijuana is legal in California, and I much appreciate that. Haven't noticed the Prozac making me gain weight, though... but I've heard about that effect.
My best advice is to find a good therapist, and see what his/her recommendations are.
SD