Jinnkai, one doesn't need anxiety to avoid antisocial tendancies. That comes from compassion, consideration, and mindfulness. I, for one, could do without anxiety; it's a useless emotion aside from its link to excitement.
Agreed with the rest though. I'm also self-therapizing (if there is such a word), and I doubt I'll ever be able to stop, but I don't do it through drink anyway.
Most forms of therapy require you to do something yourself though. If you go to a psychologist, they will tell you what to do and in order for it to work, you'll have to do it. They are there essentially to help you through it, not to "give" you therapy.