Biofeedback
Cognitive Behavior Therapy
Hemoence-phalography
Hypnosis
Neurofeedback
Psychotherapy

Cognitive Behavior Therapy (CBT) is a form of therapy that focuses very much on the present. Instead of requiring going back to the past or to childhood, it encourages the examination of the current thoughts and behaviors that cause anxiety, depression or other problems. It teaches ways to challenge these thoughts and to develop new behaviors that promote health and well being. 

CBT has been heavily researched and has proved as effective as medication for many problems.  And it often requires a relatively few sessions.