One of the segments, therapy wise, that I found most interesting in watching Thin featured an art therapist. She had huge poster paper on the wall and asked the client to draw their perception of what they look like. Then, she would have the individual stand up against the paper and trace their form. People typically drew themselves and large and stocky, and were surprised to see the thin figure colored in between those lines, some practically insisting that a mistake must have been made. Clients would then write how they felt about their various body parts on top of the drawing.
I think this visualization of what somebody physically looks like relative to what they think they look like can be very helpful.