This is what I was going to suggest. Everybody always says that exercising helps depression, but personally I’ve periodically hit the gym over the years and never really found that my mood lifted all that much from doing some time on the cardio machines or whatever. However, since I started running back in June, I feel like I did when I was taking Zoloft except without any of the side effects or mood flattening. I am not even kidding about this. My anxiety levels are low, I’m cranky a lot less, and even my PMS seems to be substantially easier to get through. I think I’m exerting myself a lot more with running than I ever did on the recumbent bike or whatever, which maybe is the difference.
By the way, I started a Couch to 5K thread back in June, and found the support in there very helpful. Feel free to check in with that thread or hell, go ahead and start a new one; a lot of the people that were regulars early in that thread have “graduated” by this point.
As for CBT, I did it for about 8 months after my youngest was born, and found it very helpful. One of the exercises that helped me the most was “worst/best/most likely.” Take a situation that you’re feeling anxious or upset about. Think about what the absolute worst-case scenario is in that situation. No holds barred. THE worst possible outcome. Then think about the absolute BEST possible outcome, in an ideal universe. Finally, consider what the most likely scenario is – most likely it will be somewhere between the two extremes. Just working through this exercise often helped reduce my anxiety quite a bit.
One other technique: Again, take a situation you’re upset or anxious about. Make a list of all the emotions you’re feeling about this situation, positive and negative. (I.e., “frustrated,” “hopeful,” “angry,” etc.) Assign a value from 0 to 100 based on how strongly you are feeling each emotion. Now make a list of all the evidence FOR the outcome you are concerned about. (As an example, I once did this exercise for, “I am worried that my sister hates me because I screwed up some party invitations.”) Next make a list of all the evidence AGAINST the outcome you are concerned about. Finally make a new list of your emotions, after having done the whole exercise. Generally I found that the evidence against was a lot stronger than the evidence for.
CBT was really good for me and I’d actually recommend it for anyone, but maybe you’ll find these two small techniques to be of some help.