You might find this book helpful - it is a textbook, but approachable, albeit a bit expensive.

I pick up this book off recommendation from Hackernews, and it has really help me work through my thoughts in a rather clear framework. Suddenly, it seems, thoughts and emotions became traceable.

I was also lucky that some of my good friends are PhD clinical psy folks (i think focusing on early childhood, mostly). According to them, this is the latest and greatest from that academic field that is riddle with charlatans and crazy methods, so please take everything with a grain of salt. The author of this book, I was told, is the father of the ABC model (Antecedent-Behavior-Consequence), which came from Skinner, the rats guy - I think...

For me - Controlling my thoughts, even when I understand them to some degree, is still very hard, everyday I'm tempted to just go the other route - medication.