Limewave, acupuncture can help. I will second what everyone here has said about counselling. It's good to ask around and while I'm sure doesn't work well for everyone, rapid eye movement desensitization helped me a great deal.

This seems to be a pretty well balanced view on EMDR.

http://skepdic.com/emdr.html

You can see from the infromation presented that the psychological problem (be it depression or anxiety) is caused by a traumatic event that needs to be reprocessed. If there is not traumatic event and your problem is chemical, it's not likely to help.

I hope you find some things that work for you.