I've done psychotherapy, somatic therapy, and group cognitive behavior therapy. They all had some benefit, but like others have said, it depends on you and what you need.
I liked talk therapy for just being able to spill my guts. It's important to get a good fit, though. I benefited from therapy most when I was sober, I have to say. I had some people who were sympathetic, but didn't know much about addiction and how it can cause mental problems. I also had one therapist look straight at me and say, "I don't believe in addiction." I didn't go back to her.
Once I was sober, I had a pretty good somatic therapist who I talked with a lot, but she also helped me focus on my body. She helped me see some patterns that I had never considered and provide good outside perspective. I would not have benefited if I had been drinking.
I went to the group CBT as part of a research project, so it was free. I was sober when I did this. It was for anxiety and to be honest, I think that helped me the most. I liked the logic behind it and I saw results. For me, analyzing why I felt the way I did never seemed to help. (I've been anxious and prone to depression my whole life.) But challenging the thoughts and looking at how I could react differently really set me on a different path.
My best friend, similar in temperament to me, found CBT useless. (But he's also still drinking, so that might play a part in it.)
So I'd recommend trying whatever you can. I HATED the CBT at first and I think it was because it made me uncomfortable. That's usually a sign that it's something I need.
I got most of my therapy at a discounted rate by seeing students who were under supervision and just getting their hours. They were fantastic and really helpful and eager. There are also probably clinics that provide discounted rates if you look around, especially if you're near a major city.
I'd really recommend therapy. I always did it short term, but still got a lot out of it.
Best wishes to you.