How strong is the evidence in favor of psychological treatment really?

Existent. But psychological treatment is in it's infancy. I am not a licensed mental health professional, but watch this:

https://www.youtube.com/watch?v=_V_rI2N6Fco

Now, go find a therapist who's at least 45 years old, preferably 50-plus, is not burned out, and loves what they do. It doesn't really matter what the therapeutic modality is. Don't go to a thirty-something CBT-weenie.

Edit: A bunch of recent posts on my blog are about therapy. May or may not be useful:

http://meditationstuff.wordpress.com/