What I've heard is that, when they try to do studies, all types of therapy seem to be about as good as every other type; one study found that talking to a teenage girl with no training in particular was about as effective as talking with a professional therapist. (On the other hand, they also all tend to be better than nothing.)

(Note that this is all vague "what I remember hearing" stuff, so there's probably something more definitive to be found if you Google it.)