There are two major types of psychotherapy in the United States: Cognitive Behavior Therapy (also known as Cognitive Therapy) and Psychodynamic Psychotherapy (a modern version of traditional Psychoanalytic or Freudian Psychotherapy).
Which should you choose?
It depends on your goal, practical matters (such as cost and time), and the importance you put on research findings of efficacy.
If your goal is to gain insight into how the past is influencing you today via unconscious processes, you might select Psychodynamic Psychotherapy. Brief Psychodynamic Therapy may be completed in as little as 25 weekly sessions. The more standard Psychodynamic Therapy may last for several years and require 2-3 sessions per week.
If your goal is to solve today's problems and learn skills of changing your unhelpful thinking and actions to have a lasting impact on your mood and behavior, you might consider Cognitive Behavior Therapy (CBT). Many people need only 6-12 weekly sessions of CBT for straight-forward problems such as depression or anxiety. Other people, with complex or chronic problems, or whose difficulties have continued ever since childhood, may need a year or more of treatment.
While both types of psychotherapy have been demonstrated to have efficacy, it has been estimated that there are about 20 times more randomized controlled trials that show CBT is effective.
As a Cognitive Behavior Therapist, I find the evidence overwhelmingly in support of CBT. I would advise potential clients, friends, or family members to find a therapist who "gets" them, has the expertise to help them reduce their suffering as soon as possible, and teaches them skills to stay better.