I have gone through this with daughter, because she's running into similar anxiety issues (social and otherwise) I did as a youth. They charge me $75/hour self-pay (though I see prices around here up to $150/hour; granted, I'm not in Manhattan or whatever). Therapist is okay-enough, but the actual therapeutic driving actions are largely on me, the parent; therapist is more there as support for daughter and kind of a supervisor for me, to run my therapy plans by and tweak; we're mostly going exposure therapy route, intentionally doing more things in-person or over phone, doing volunteer work at a local homeless shelter, trying to make human interaction more normal for her.

Talk therapy is useful for some things, but it can also be to get you to more relevant therapy routes. I don't think LLMs are suited to talk therapy because they're almost never going to push back against you; they're made to be comforting, but overseeking comfort is often unhealthy avoidance, sort of like alcoholism but hopefully without the terminal being organ failure.

With that said, an LLM was actually the first to recommend exposure therapy, because I did go over what I was observing with an LLM, but notably, I did not talk to the LLM in first-person. -So perhaps there is value in talking to an LLM but putting yourself in the role of your sibling/parent/child and talking about yourself third-person to try getting away from LLM's general desire to provide comfort.