This reminds me of an article (or actually several) on how to speak with people who are grieving or have had gotten bad news. Don't say "I know how you feel" - sometimes at all - because even if you have gone through something similar (same disease, loss of child, traumatic event) you don't know exactly how *that* person feels.
I think after a while it becomes splitting hairs (i remember that long serpent's tail of a thread on the difference between 'sympathy' and 'empathy'). For individuals I am more likely to ask them to tell me how they feel and be more of a listening source.
On a more serious note, I think the desire to have someone know exactly how you feel is sometimes a hindrance in therapy and counseling. Therapists are not meant to have experienced everything you have, they are meant to be screened and licensed to give you tools to deal with your healing process. While direct empathy or shared experience gives additional insight, bonding and understanding - they aren't necessary to correctly diagnosis the issues and how to resolve them - so I hope that doesn't block anyone's ability to trust therapist or accept and really try therapy. The only issue I see is if the therapist is completely clueless to the true nature of the beast, but that's not purely an issue of experience or empathy (for instance Freud didn't know sh*t about women but he lived in old school sexist times where being a misogynist was seen as sign of education :P)
I've experienced anxiety, OCD behavior (including mantras and all that good stuff), and depression, however never been diagnosed so can't really say whether how what I have experienced is similar to clinical cases or not. However, my own experiences help me imagine and gain a level of understanding to what others may be experiencing that may be totally foreign to people who have never experienced these things. I wouldn't presume to say "i know exactly what you are feeling and therefore will tell you how to fix it" however.