Also, you don't have to limit yourself to providers that accept your insurance, as many do not. My therapist didn't, and she only worked on a cash basis. I manually submitted claims to my insurance for out of network therapy services, and was reimbursed later. Some insurance plans have an out of pocket maximum for that applies to all expenses, both in network and out of network. If that is the case, and your out of pocket maximum is $5K, then everything above that is "free"!
For me, therapy was the best $10K I ever spent in my life. It changed everything, but I had to work my ass off to make those changes. I hope you find success on your journey for more awesomeness in your life.
BTW, exercise helps a lot :)