I just read the August issue of Psychology Today. Its article "Get Over Yourself!" is an excerpt from the new book "The Curse of the Self."
The premise of The Curse of the Self: Self-Awareness, Egotism, and the Quality of Human Life is nothing new: Self-awareness is a double-edged sword and the "the primary cause of your unhappiness will be you."
The best part of the article lists ways to quiet the self:
The article reminds me of Buddhism (the "self" is a painful illusion), Zen Buddhism (live spontaneously--"If you are hungry eat, if you are tired sleep"), Schopenhauer (the intellect can't compete with desire), Dr. Dyer ("connecting to source"), and the late Joseph Campbell (we need "myths to live by").
I think this article/book may help anxiety more than depression because "quieting the self" may be more calming than energizing.
For depression, the best advice in the article is probably "don't believe everything you think." Of course, this suggestion is the hallmark of classic self-help book "You Can't Afford the Luxury of a Negative Thought" by Peter McWilliams. (All of Peter McWilliams's self-help books are now available free online.)
The article also reminds me of a quote from the book The User Illusion:
Some more info:
WFU psychologist explains the 'curse of the self'