I go once a week Catb. I was convinced it was going to do no good at all and I am so glad I went. It's helped me massively.
Most of the worksheets you can get for free on
http://www.getselfhelp.co.uk/What's helping me mostly is realize how my negative thoughts make me scared and worried which in turn makes me think more negative thoughts which make me totally panic....
Therapist has taught me how to put negative thoughts into categories so instead of thinking "Last week I was so much better OMG what is wrong with me" I think "oh, another "compare and despair" thought. And then I write my thought down and do some thought challenging exercises (when did this automatic thought occur? What was the emotion linked to it? what evidence have you got that this thought is rational and real? What other ways are there to help you look at this differently?).
This really helps me "ignore" the negative thoughts so I don't end up in a state about them. Earlier in the car, I caught myself thinking "dear me, you're getting bombarded by catastrophic thoughts and compare and despair tonight!" and that helped me not "listen" to the thoughts but sort of watch them from an external point of view if that makes sense.