The most effective? I tend to think there are 2 ways this happens.
First is a major trauma (usually a 'bad' thing but could be a 'good' thing, as well). I wouldn't recommend seeking out one of these as they are often life threatening!
Second is working on whatever it is you want to change step by step. That could be mainly small steps and a few bigger steps.
Assuming the second approach, there are plenty of books, cd's, dvd's, seminars, workshops, coaches, therapists etc. out there. And what works for one person doesn't work for someone else. Personally, for example, I really don't like NLP but I know plenty of people who swear by it.
The 3 approaches I find most useful myself are Nonviolent Communication (Marshall Rosenberg), Constellation therapy (there are several forms of this) and The Work (Byron Katie). The first and last have plenty of free resources available in the internet. YouTube might be a good place to start. There are books, cds etc. And many workshops and seminars - usually at very reasonable prices.
As I say, what works for me doesn't mean it works for anyone else. Best thing is to try out as many as you can over a period of time and then choose one or two that feel good for you.
Good luck
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