I am sorry you don't live in a place with mental health parity.
There is a book called The Feeling Good Handbook by Dr. David Burn. It is good to learn cognitive behavioural things. It is a depression not a bipolar depression book though so some of it doesn't fit.
As well you may want to ask your GP for samples. The drug reps regularily come by with samples and your doctor may be able to give them to you until your medication assistance comes through.
I agree with the previous poster, see if your PCP will prescribe the meds. For therapy, check with a local university that has a psychology department. They often offer counseling at low cost. You can also go to your county's department of human services and ask about mental health, they often have free or reduced cost services. Failing that, get your phone book out and start calling therapists and asking if they work on a sliding scale.
Also, check if your state has a mental health parity law. Many do, and they require that mental health issues get the same coverage as physical health issues. If there's a state law, your insurance has to pay for it. If not they're doing something illegal.
You may want to start with your primary care physician. If you were stable on your previous meds, they may be willing to continue them until you can figure this out. This stress is definitely not going to help you out either. As far as CBT goes, ask about costs if you pay for it yourself. Explain your situation and someone should help. Depending on income and ability to work, may also be able to look into state programs for help. It will take some footwork. I have a $45 copay, I'm a college student and I only work 16 hours a week. This is kicking my butt right now, but it could be worse. (my husband doesn't work, just me). I stay stressed and it contributes badly. Good luck to you.
There are programs that can help with prescriptions
http://www.pparx.org/
http://www.needymeds.org/indices/pap.htm
http://www.needymeds.org/drug_list.taf
http://www.needymeds.org/program_list.taf