Shortly after getting insurance I asked my doctor for a therapist recommendation. The therapist she sent me to was a very nice old man who started suggesting prayer as an answer to my problems in the second session. That was also our last session.
I wish there were a way to do this that eliminated some of the trial and error, because listings tend to be pretty neutral, and reviews are sparse and not particularly trustworthy. You end up picking someone who's close to you and hoping it works out. It's a great way to lose a lot of time, and you know one of the things about depression is failing to find a therapist after a few tries greatly decreases motivation to keep trying.