I've had CBT. Firstly, the success rate when used along side SSRIs is much higher than when used alone, or when the SSRIs are used alone, so consider prozac.
I only had five sessions of CBT, I think I did learn something from it and I'd say I do apply it to myself everyday now, but after the initial sessions I think I took everything I was going to, hence not having many more. It's nothing which isn't common sense, but the other person, ie. the therapist can frame things in a way you weren't able to see before. Conclusion: I'd recommend it.