What fooandbarify said. Especially: a therapist holds you accountable. He or she will try to keep you focused on things that are unpleasant to keep working on,

What fooandbarify said. Especially: a therapist holds you accountable. He or she will try to keep you focused on things that are unpleasant to keep working on, which is necessary in order to overcome a problematic behavioral pattern, whereas without supervision you might waste a lot of time trying to find shortcuts or esoteric solutions that make you feel good about yourself for some time but ultimately fail to solve your problems (productivity pr0n, anyone?). And keep in mind that a therapist is also -- to some extent -- an analyst. So he or she might expose things you wouldn't have been able to figure out yourself, either because you're not professionally trained, or because you're part of the problem. And sorry, there's no such thing as therapy by proxy. It's a very interactive thing.