I find that mindfulness meditation is a great counterpart to being in therapy. I often teach the basics of meditation to my clients who are dealing with anxiety or depression as a way to help them close the gap between sessions.
Sometimes waiting for a whole week to see your therapist can seem to take forever and the period in between can be very difficult to endure. Having a tool to help carry you through those dark days can make the difference between night and day.
Meditation has been shown to have so many benefits, but much like physical exercise, you need to build the muscles around it first. So often people get discouraged early on because they try it once or twice and then they give up.
What I like to do in my line of work, is to give people the tools to meditate but in sound bites, or very small steps and then build on those steps weekly.
The beauty of meditation is that there really is NO wrong way of doing it and even with just a few short minutes of sitting you can feel the difference in your body almost immediately.
The most basic aspect of meditation is becoming aware of the breath. So as a beginner it helps to just sit for 2 or 3 minutes a day and just observe your breath going in and out. If your mind wonders off, which it will, then you just bring it back to watching your breath again.
This simple exercise, believe it or not, has tremendous physiological benefits for the body. Once you do this a few times, then you are ready to go a step further, but this is definitely a great way to start managing daily stress, anxiety, and depression.