As danielLion mentioned, Congative Behavioral Therapy (CBT) is highly effective and compliments Buddhist meditation practice.
My understanding of CBT is that emotional disturbances are caused by irrational thoughts. You have to catch these thoughts and dispute them rationally. This is where meditation and mindfulness is very helpful. When you are mindful you can notice your irrational thoughts occurring, and use rational methods to get rid of them.
There is quite a bit of overlap between Buddhist practice and CBT. For instance, I noticed that some methods recommended by Thanissaro Bikhu to get rid of unskillful thoughts are also used in CBT.
I think CBT is a great tool not just for those with clinical depression or anxiety, but for anyone who is battling against their defilements.
"Silence gives answers"
Jalal ad-Din Muhammad Rumi