I've been in and out of therapists offices all my life. I never really had any real luck with them, but that's because I was there because other people wanted me to be there. This is the first time I actually wanted to be with a therapist and I'm finding that she's amazingly insightful and helpful. I went to her because I knew I didn't know everything about being trans. I didn't even know, at that point, if being transsexual was right for me, or if I even was, or if I was just being delusional. I came to her to have her help me sort my stuff out.
For example, when I came to her office for the first real session, I told her that I was worried that I was too late to transition. I thought it was something that you could only really successfully do if you were young, and in your 20s. She looked at me with, and with great concern she asks, "Would it help if I told you that I treat people who are in their 60s who are just starting to transition?" I just broke down in tears at that point. Yes, it had helped immensely. Even though I've only been seeing her for the past couple of months, and even though she's promised to write me a letter of recommendation for starting HRT I still plan on seeing her. I may, for economic reasons, see her less frequently as I start putting myself back together, but I think, for me, it's a necessary part of the process.
I also can't emphasize enough what others have said here, that it's worth your time to shop around. Don't go with the first therapist you find. Most of them will offer a free consultation, and you can use that to get a good feel if they're a good fit for you or not. My therapist wasn't the first one that I contacted, and I spent two weeks talking to several different ones before I determined that she was the best one for me.