Over the years, talk therapy has been proven to be the best overall modality. Within that, cognitive behavioral approaches are among the most effective for anxiety issues and depression. I also frequently use hypnosis and visualization to help people with these issues.
Insight into our behaviors is necessary before any of these modalities can be effective.*
In family or couples therapy, individuals are seen together and often individually as well. Conversely, in individual therapy, there may be occasions when a few sessions with the partner or spouse or whole family may be beneficial.
* A course of insight oriented interviews is used in the creation of ethical wills.