I found when I tried cognitive therapy that it helped me, but at the time I was under the impression that I "wouldn't need medication at the same time" and ran into a wall. I believe at the time I basically stopped all other treatment other than the cognitive therapy, and after maybe 3-4 sessions was hospitalized again -- this was around the year 2000 I think. I remember the doctor was named 'Capone' which reminded me of the mobster.
I did a lot of self-study cognitive therapy, which largely involved stopping, for example, "ANTs" or "Automatic Negative Thoughts" which are things which you assume other people are saying or thinking when you see them, and as a result you 'hear' them saying it from your internal self-training. It was useful, though 8 years later I forget what the technique was to stop the thoughts.