What kind of CBT do you take if at all?

Many people out there suggest doing CBT while taking antidepressants, but I don't see what problems CBT could potentially cure for me. Anxiety? Fixed by drugs (or should be fixed), Depression? Fixed by drugs, and so on. If my drugs fails at fixing problems, there's a good chance that drug dose should be adjusted or I need other drugs that's simple. What's the relevance of cbt here?