The Western approach to studying the mind is empirical; our science is based upon observations that are verifiable. The Eastern approaches are metaphysical but the Buddha insisted his followers observe for themselves everything he taught. Buddhism is also completely empirical. Yoga too requires the student to see for herself – follow your guides but take nothing for granted; check it out personally.
Everything that works is real.
Do you doubt your own experiences? Don’t. Reality is there within what you are seeing, experiencing. But we can get fooled; that is why we need the guides. They help us look behind the disguises; they help us interpret the symbols. But again and again, they will warn us that we are the ones who must do the looking.
There are numerous similarities between Jung’s psychological methods to achieve individuation and those of the Buddhist traditions. Active imagination has its counterpart in the Tantra practice of yantra. Yantras are symbols that are concentrated upon until the energies of the unconscious are released into conscious awareness. Jung’s desire to understand the meaning of the unconscious symbols is the same desire to discern the real (sat) from the unreal (asat). This is the goal of an ancient mantra:
Om asatoma sat gamaya
Tamasoma jyotir gamaya
Mrithyor ma amritam gamaya
Lead us from the unreal to the real
Lead us from the darkness to the light
Lead us from the fear of death to immortality
The Buddha and other Eastern teachers taught a radical transformation of consciousness. Jung taught us how to sacrifice our ego in order to allow the emergence of our Self (the God within). Both approaches require a guide; there are dragons at every turn along this path. Even though these dragons are symbols of our own inner darkness, they are dangerous creatures nonetheless. They can devour the unprepared and cause grave psychic and even physical harm. The practice of deep meditation, advanced yoga, or individuation is not to be done alone.
There are differences as well between Jung’s approach and the Eastern ways. Jung absolutely requires the ego to maintain its existence. We do not transcend the ego – we incorporate the ego; the ego simply becomes subordinate to the Self. The ultimate goal for Jung is not total consciousness with an absence of problems or strife. With each new level of consciousness achieved comes a new burden. The process of individuation is never complete. Remember Jung is an empiricist; he deals only with what can be known, and this prevents him from entering the realm of metaphysics. We cannot bring to consciousness everything that is unconscious; we can only work toward that goal.
For the Buddha, everything that needs to be known can be known and liberation can be achieved. With liberation comes bliss and an end to suffering. Tantric Buddhists believe this liberation is achievable in one lifetime. Ananda (bliss) can be found right here, right now. Jung, by contrast, did not believe complete individuation, attaining complete wholeness, is possible.
But one thing Jung and the teachers in the East would agree upon. Jung complained, “still too few look inward”  Today there are many people suffering psychic pains who are advised to seek solace in drugs. Taking an antidepressant, or even stronger drugs, is a lot easier than svadhyaya, looking inward. And for some this may be helpful, but there are many who have turned inward – many of these people are using the modern tools of cognitive behavioral therapy to help them cope with the challenges in their lives.