Only a trained therapist can really determine which is appropriate for you.
Aaron T. Beck invented Cognative Therapy and one of his protege has written many books on the topic. One that is written for patients, not doctors, is called "The Feeling Good Handbook". Its a HUGE book, but don't let it intimidate you: you only need to read the first couple chapters then the 1-2 that are appropriate for the issues you are working on. (plug plug plug... this is on my mini-amazon store at my web site)
The basis of Cognative Therapy is the (radical?) notion that how you feel is not based on whether good or bad things happen to you. Good and bad things happen to happy people. Good and bad things happen to depressed people.
Instead, whether you feel happy or depressed is based on how you react to the good or bad things that happen in your life. For example, there are people that are depressed no matter what good things happen to them. They get a promotion and they immediately think, "They're setting me up to take a fall!" or "Now they'll find out that I'm not good enough to do the work!". There are some people that are happy no matter what bad things happen to them because they have positive reactions or view those things as minor set-backs. They see beyond anything bad and look to how things will be after the current set-back is over ("Yes, the house burned down... but we're alive and a year from now we're going to be settled in a new house happier than ever!")
Those "negative thoughts" are bad habits that we develop over many years. Cognative Therapy essentially says "break those habits!" and has many techniques to do so. There are techniques that help you find alternative (more positive) things to think to yourself, ways of analyzing what you've just thought to yourself so you can spot that it is negative and shut off those thoughts, etc.
What's amazing about Cog Therapy is that recently studies have found that it can be more effective that certain drugs. Scientists have done CAT scans of people's brains and have seen the same physical brain changes in cog therapy patients as drugs.
It's that last bit of information that made me willing to try it.
It worked for me, in a very real and permanent way. I hope it can help others too.
For more information, check out Dr. Burns web site www.feelinggood.com or purchase The Feeling Good Handbook.
--tal