Which sort of therapy would be appropriate depends on your depression and on your personality. You should get assessed by a mental health professional and then

Which sort of therapy would be appropriate depends on your depression and on your personality. You should get assessed by a mental health professional and then recommended a particular type of therapy based on that. (I am not a mental Health Professional.) (e.g. When I had depression I was eventually given a course of Cognitive Analytic Therapy, which is similar to Cognitive Behaviour Therapy, but more suited to people which more analytical personalities, such as me.) (Btw, I am surprised your GP did not offer you Prozac as a first resort.)