I read through a copy of "Feeling Good: The New Mood Therapy" when dealing with this and would agree CBT is good at characterizing the sort of cognitive fallacies depression tends to exacerbate. Realizing that I simply could not trust my own instinctive thoughts and had to rationally challenge them more than ever was a big help when I was in the midst of depression. For what it's worth, I also did not stop working towards life goals and generally being busy in the midst of it and though that may have slowed my recovery it was also beneficial for me in the present. Hope you can get better soon.