I’ve had CBT (I think of it as Cognitive Behavioural Therapy rather than Training) twice. Once when I was about sixteen/seventeen and again when I was about nineteen or twenty since I had severe social agoraphobia/anxiety. Of course, I was never diagnosed with Asperger’s back then.
I absolutely hated every second of it, but it can be very effective (thanks to it, I can now stay on my own without having a huge panic attacks like I used to have). It helped with some things, but with others...not so much. It’s really helped with my thought patterns, but didn’t really help with some of my higher fears. I also find it very hard to apply on my own. I know the in’s and out’s of it, but putting it into practice when I’m panicking on my own with no one to focus me, then it’s pretty hard.
I’m about to have my third go at it with a professional... Joy. I've just never had it in regards to my Asperger's, although, technically, my anxiety is pretty much as a result of the Asperger's.