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Have any of you done therapy before? Did it help you? 

Not all "therapy"  entails Freudian/Jungian psychoanalysis.

There's a Dr. Guarendi (EWTN) who's pretty solid (at least in terms of Catholic common-sense principles), and I know a Traditional Catholic psychologist in the Akron OH area (atttends my chapel), who also has a very Catholic perspective on the matter.

So, it depends on what you need, what you're looking for, etc.  Sometimes "therapy" might consist of just talking through problems with someone (whether a psychologist or even a priest) and sometimes just talking it out helps you work out some issues.  I find that even at work, when I'm programming, that I'm stuck with some problem but then decide to get on a meeting with someone to go through it and the solution presents itself withint minutes as soon as I start verbally (and out loud) explaining the problem.  I think that the brain just sometimes works a bit different when you have to explain something or articulate it out loud vs. just turning it over in your own head.

By way of example, "therapy" for married couples who are having issues doesn't really entail psychoanalysis at all (for the most part), but simply entails talking through various issues and conflicts with a third-party arbitrator attempting to objectively sift through any biases, inaccuracies, etc. and potentially arbitrating some compromise solutions and ways to work things out.  When a couple have gotten entrenched in some conflct, they often lose sight of objective reality but views things from the perspective of whateve rmindset or attitude they habitually slid into.

through prayer I believe our Lord gave me my answer. Psychoanalysis is a recent modern invention devoid of spirituality. to paraphrase Archbishop Sheen psychologists can diagnose all they want but never get to the root cause of mental illness: sin. Going to adoration and confession would offer more healing than therapy.

Perhaps the answer to your prayer came in the form of two responses that came in shortly after you posted this.

"Therapy", depending on how you define it, is not inherently anti- or even non-Catholic.  Grace perfects nature, and out natures can benefit from various therapeutic activities, and not all therapy entails Freudian/Jungian psychoanalysis that eliminates the role of free will almost entirely.  Yet ... there's no question that experiences, physiology / biolchemistry, etc. can have an affect on some of these conditions, and some conditions can become so debilitating that they impede the operation of gace, since grace works best with a healthy/intact natural state.