I generally work in a way that combines an Existential approach with elements of Cognitive Behavioural Therapy (CBT). This sounds complicated but can be summed up very simply.
CBT works by identifying your typical responses to situations and showing you how you can modify those responses if they are causing problems; the aim of Existential therapy is to get a really clear, non-judgemental understanding of how you experience life - your thoughts, feelings, assumptions, beliefs, and values - in order to resolve the problems or the dilemmas you are facing.
The initial aim is to understand how you feel at the moment, setting aside all judgments about whether those feelings are valid, fair, 'silly' or 'wrong'.
Both approaches work to help you make sense of you life and see that you have choices even where you might not be able to see that you do.
Once you spot how you can take control of your life rather than feeling that it is entirely in the power of circumstance, other people, or our past. Do this and you can begin to live in a more fulfilled, creative and less anxious way. This may also mean taking more responsibility for the choices you are making at the moment without being fully aware of doing so. This can seem hard at first, but it is invariably worth it.