I did some sessions of a therapeutic approach similar to EMDR called Accelerated Resolution Therapy (ART). I too was skeptical, and amazed at how well it worked. When I told a friend about it, he pointed me at the "Memory Hackers" episode of Nova, which isn't about EMDR or ART, but discusses the science of rewriting memories, and helped ease my skepticism about the approach.
I’ve tried nearly everything - Medication, counseling, support groups. EMDR has been the most effective treatment I’ve found so far.