Although I've never used it personally, this seems like a pretty good site for trying to find a therapist:
http://www.mentalhelp.net/
You can browse by location and by the types of therapy offered. Certain types (such as CBT, like you mentioned) are more effective for different people and for different issues.
Otherwise, you might consider contacting a local hospital. Even if they don't themselves offer psychological treatment, they will likely have a directory of private practices that you can contact as they likely refer patients pretty regularly.
But yeah, the phonebook works too, it's just become a bit more archaic these days.