The answer to your question is not easy. Some therapists use a limited approach (ie. only interpersonal, focused on your relationships with others.) In my opinion, CBT (Cognitive-Behavioral Therapy) is often successful if other approaches have failed.
I am the maintainer of a portal called http://health.wikispaces.com that is helping to answer (I hope) precisely these kinds of questions. It is Invitation-Only, so that it is not open to misinformation. (people who can access the site can also edit it to add their own research, and experiences.)
The answer to your question is that depending on the reason you are seeking psychotherapy, different methods will work best.
I think this is really a multistep question, so I am going to give you some sources of information and then ask you to come back for a follow-up.
WebMD.com, using experts from the Cleveland clinic (WebMD uses different sources, some of which are not very comforting)
I am going to add to this. The first thing you should discuss with any therapist is what brought you to see them, and what your goals are, and also billing. Insurance will often cover up to a certain amount; some therapists or social workers (both do therapy to some degree) work on a sliding pay scale (ie. they negociate on rate you pay.)
My local counselor here at Earlham College in Richmond, IN says that eclectic therapists are the best - ie. the ones that can use any approach that seems helpful. (She has a Masters in Social Work.)
Therapists vary. Some are really good and give you specific directed guidance. Techniques are being researched all the time. I just saw a really good article on 'resilience therapy' which sounded really cool. (If you are interested, I will provide you with the link.)