Spot on drink. If you do the in between session exercises set by you and the therapist you'll see results much much faster. If you're unable/unwilling to do work between sessions cbt won't work and will be terminated if you can't work together to find a way to enable you to do the work. It's like seeing a personal trainer, they can advise you what to do and encourage you but they can't do the work for you.
There are many therapies out there, and if you're paying privately you may have more choice in terms of which school of therapy you go for (cbt, person centred, gestalt) but if you're looking to have it on the nhs it's very hard these days to get anything but cbt or counselling.
In our area cbt is the first line treatment for depression and several anxiety disorders (gad, OCD, phobia, PTSD, social anxiety, panic disorder and health anxiety), and also for BDD. You may be seen one to one or offered a group. CBT doesn't work for every person in every situation but it's widely accepted as the best most evidence based therapy we've got right now for the above problems.
If you want to look further into it and do some reading let me know and I'll post some links to some great self help materials that will help you to understand cbt treatment and how it works. If you can let me know which issue you want cbt for that'd be helpful.