Its interesting that the Wikipedia page on Mindfulness is very dismissive when it comes to risks. I can't say I've persevered with meditation but I've not found it to be helpful when I've tried it. But then I don't have any positive experienes when it comes to therapy in general so I tend to be skeptical. I'm concerned at the number of CBT practitioners who I suspect don't really know what they're doing.
What I personally find most helpful is to curl up and give myself a spiritual hug. Either that or write.