There are a lot of self-help books to choose from, dealing with almost anything including mood problems, anger, anxiety, body image, obesity, shyness, relationship or marriage problems, etc.
There are others that might aim to help a person develop creativity, or guide one with respect to some other life pursuit, such as building a sense of purpose, meaning, balance, simplicity, etc.
I think it is worthwhile to familiarize yourself with the self-help literature. I think it can be something like getting a textbook for a course at school...while some textbooks may not be very well-written, I think having a textbook at all can at least allow some extra tangible structure in therapeutic work.
Most self-help books have exercises to work through, often requiring you to write things out with pen and paper. I think it is important to actually do the exercises, as opposed to just leafing through the book, or thinking that you've done all those things in your mind before anyway. Working through exercises strengthens the mind, even if the exercises themselves are not very well-constructed. It is something like working through arithmetic or grammar problems. Even if the exercises are boring or trite, the earnest effort spent working through them will strengthen your ability and insight about the subject matter. Also, most self-help books, even if they are poorly written, can act as structures to develop your own personalized insights about the subject matter--the workbooks can be a frame to do the work, as opposed to being an intrinsic source of insight.
Many self-help books are organized with cognitive-behavioural ideas in mind. Once again, even if you don't care much for cognitive therapy, the exercises remain useful, provided you engage in them earnestly (it is possible to do these exercises in a half-hearted or sarcastic way, etc. -- which would minimize any possible benefit, just as with any other exercise in life).
What does evidence have to say about self-help books? So-called "bibliotherapy" (yes, someone had to designate an awkward piece of vocabulary to describe "reading") has an evidence base--here are a few references:
Gregory et al. published this 2006 meta-analysis showing cognitive bibliotherapy was effective for depression: Professional Psychology: Research and Practice 2004, Vol. 35, No. 3, 275–280. They concluded that bibliotherapy had an effect size of about 0.77, which is substantial, and comparable to effect sizes from medications and psychotherapy.
Here is a reference to a 2003 meta-analysis by Newman et al. showing that bibliotherapy was effective in the treatment of various anxiety disorders:
Here is a 2004 reference showing that guided self-help is effective in treating bulimia:
In conclusion, I do strongly recommend working through self-help books. I find that it can be important to look at several different ones, as there can be style or content differences causing you to prefer one over the other.
The main word of caution I have about self-help is that some authors may have a very biased point of view (perhaps influenced by dogmatic or eccentric beliefs regarding politics, religion, health care, etc.), and may therefore lead a vulnerable individual towards an unhelpful set of beliefs or actions.
So my main recommendation is for standard cognitive-therapy style self-help, as a place to get started. There need not be any bias in cognitive therapy, since it is merely a neutral frame for your own therapeutic work.