Nearly two years later, I can say that taking part in a Vipassana retreat has had a tremendously positive effect on my psychological state. I went from being in a state of what I later realized (after the retreat) was borderline depression and rife with anxiety to being extremely calm, collected, and happy.

The meditation was nice, but it's the overall message that underlies the meditation that I found essential: Anicca—everything is temporary. It gives you a mental toolset for dealing with the world that cuts away the weight of the day-to-day in a difficult to articulate way.

Here's my personal take written soon after my return: http://www.ryanglover.net/articles/vipassana