Hi, I'd like to help you with your question.
The best therapy to help your son would be individual therapy, unless he is feeling suicidal and/or is unable to cope with daily life. In that case, he either needs to present to the ER (if he feels suicidal and has a plan) or see a psychiatrist for medication.
A therapist can help your son by doing a full evaluation then talking with him about what diagnosis he has. Treatment is usually once a week, unless the therapist and your son feel it needs increased. You can find a therapist through his doctor or if you attend church, your pastor can help. You can also look on line at http://www.findatherapist.com/.
The therapist can also refer your son to a psychiatrist if he/she feels your son needs medication in conjunction with therapy. Sometimes medication can be used to alleviate some of the symptoms until therapy can help.
Cognative Behavioral Therapy (CBT) is one of the most effective therapies right now for anxiety and depression. It is based on the idea that it is our thoughts that affect our behaviors. The therapy is used to help people retrain themselves to think differently and therefore feel differently. It can be used along with other therapeutic interventions to help people feel better.
There are some books that can help your son as well. One is called The Anxiety and Phobia Workbook by Edmond Bourne. Another one is The Depression Cure: The 6-Step Program to Beat Depression without Drugs by Stephen S. Ilardi. You can find these on Amazon.com or your local library may have them available.
I hope this has helped you,