EMDR and CBT have both been determined to be effective methods of treatment for PTSD by the American Psychiatric Association and the International Society of Traumatic Stress Studies. The Department of Veterans Affairs and the Dept. of Defense practice guidelines both consider EMDR to be "highly recommended" for the treatment of trauma. Many more countries and organizations have approved and recommended EMDR.
All that said, EMDR is definitely not something you can do to yourself! Only a trained professional should use EMDR within a therapeutic setting. Safety, grounding techniques, and resource building are the first steps. You can read about these steps and learn techniques you can use at home, as well as get a full description of EMDR in "Getting Past Your Past: Take Control of Your Life with Self-Help Techniques from EMDR Therapy," a terrific and easy read. To find a qualified therapist go to the EMDR Institute website or the EMDR International Association website. And good luck!!