Yes it is, you have to start confronting the things you are afraid of to overcome anxiety before it (anxiety) can go away.

Behavioural therapy means that an anxiety sufferer has to learn to behave as if he/she doesn't have anxiety, which can be scary/terrifying. It's like someone has to force themself to go to a certain place where they feel they couldn't of before, & when nothing bad happens it's though the anxiety starts subsiding. But it's not easy doing that, to get out of the whole anxiety comfort zone, not to go to places or do things that are scary, but I did, it wiped me out at the time.

CBT, or DBT as it's called in the U.S. seems to be the way forward in getting people to overcome anxiety rather than meds to keep anxiety masked, it's just that it seems to be a non-anxious person you have to behave like one. That's just from what I've learned.

^Isn't DBT another thing? I...think it's based around CBT, but it's not the same thing. CBT is CBT in the united states too

As for it being stressful...it's just as stressful as you let it be. You take the steps. If you're afraid of snakes, you don't have to hug a snake on your first appointment
You'll gradually expose yourself more and more, and while it can be stressful...it doesn't have to be too stressful. If you see that you're not ready to make a step, you go back a bit and do something smaller until you feel you can take the next step.

That's just the behavioural part of the therapy too, you learn how to change "bad" thought patterns with the cognitive part, which will help you handle the behavioural part of the therapy. It's the combination of both things that is supposed to be effective.

So while "facing your fears" may sound very stressful...if done right, it shouldn't really have to be.
At least that's my understanding of the whole thing
I did CBT for a while, and I didn't have to do anything I didn't feel ready to do. My therapist wanted me to practice making phone calls, and we agreed that I would try to phone her once a week. While it was a little stressful, it did get easier.
So yeah...I think it's a good form of therapy, it could probably help a lot of people

Yes - DBT is a very different technique and focuses a lot on understanding how the way you are affects the way you are.... err... kinda thing.... Mindfulness is a sub-component that has attracted much more uptake but for people who have survived traumatic childhoods rather than anxiety/phobia type issues.