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Is the Catholic who confesses his sins to a priest any better off than the non-Catholic who confesses directly to God? Yes. First, he seeks forgiveness the way Christ intended. Second, by confessing to a priest, the Catholic learns a lesson in humility, which is avoided when one confesses only through private prayer. Third, the Catholic receives sacramental graces the non-Catholic doesn’t get; through the sacrament of penance sins are forgiven and graces are obtained. Fourth, the Catholic is assured that his sins are forgiven; he does not have to rely on a subjective “feeling.” Lastly, the Catholic can also obtain sound advice on avoiding sin in the future.

Scripture NOWHERE tells us to confess our sins to a "priest". We are admonished to confess our sins to one another and to pray for each other for healing (James 5:16), but none of the Apostles teach the Catholic doctrine of a sacrament of Confession. In fact:

Our Lord taught us to confess our sins directly to God the Father. He told us to pray, "Our Father in heaven...forgive us our sins as we forgive those who trespass against us." Reading the New Testament we do not find a single instance of the apostles hearing private confession; nor do we find the disciples confessing to a priest.

There was no auricular confession to a priest in the early church either. Augustine gives us a snapshot of the church in the 4th and 5th century. In his Sermon to Catechumens on the Creed, Augustine writes:

“When ye have been baptized, hold fast a good life in the commandments of God, that ye may guard your Baptism even unto the end. I do not tell you that ye will live here without sin; but they are venial, without which this life is not. For the sake of all sins was Baptism provided; for the sake of light sins, without which we cannot be, was prayer provided. What hath the Prayer? "Forgive us our debts, as we also forgive our debtors." Once for all we have washing in Baptism, every day we have washing in prayer. Only, do not commit those things for which ye must needs be separated from Christ's body: which be far from you! For those whom ye have seen doing penance, have committed heinous things, either adulteries or some enormous crimes: for these they do penance. Because if theirs had been light sins, to blot out these daily prayer would suffice.”

How did Christians deal with sin at that time? They dealt severely with those who committed grievous sins, casting them out of the church. A period of "penance" was required before the repentant sinner was re-admitted. But what about the daily sins that all Christians commit? Did they confess them to a priest? No, they confessed directly to God in prayer, asking the Father for forgiveness. Prayer was considered sufficient for daily cleaning.

The Catechism of the Catholic Church admits that private confession first came on the scene in the seventh century:

“Over the centuries the concrete form in which the Church has exercised this power received from the Lord has varied considerably. During the first centuries the reconciliation of Christians who had committed particularly grave sins after their Baptism (for example, idolatry, murder, or adultery) was tied to a very rigorous discipline, according to which penitents had to do public penance for their sins, often for years, before receiving reconciliation. To this ‘order of penitents’ (which concerned only certain grave sins), one was only rarely admitted and in certain regions only once in a lifetime. During the seventh century Irish missionaries, inspired by the Eastern monastic tradition, took to continental Europe the ‘private’ practice of penance, which does not require public and prolonged completion of penitential works before reconciliation with the Church. From that time on, the sacrament has been performed in secret between penitent and priest. This new practice envisioned the possibility of repetition and so opened the way to a regular frequenting of this sacrament. It allowed the forgiveness of grave sins and venial sins to be integrated into one sacramental celebration. In its main lines this is the form of penance that the Church has practiced down to our day” (Catechism of the Catholic Church, paragraph 1447).

So, private confession was introduced a full seven centuries after Christ and His apostles. Ironically the Roman Church curses us if we dare assert the plain historical fact that secret confession to a priest was not observed from the beginning:

“If anyone denies that the sacramental confession was instituted, and is necessary for salvation, by divine Law; or says that the manner of confessing secretly to a priest alone, which the Catholic Church has always observed from the beginning and still observes, is at variance with the institution and command of Christ and is a human invention, anathema sit” (Council of Trent, Session 14, Canon 6).

Friend, I urge you to disregard Rome’s vain threats; you cannot deny the truth. If you want to follow the teaching of the Bible, and the practice of the early church, stop once and for all going to private confession to a priest. Pray to God. He knows your heart and He hears your prayers. He will certainly forgive you if you repent and believe in His Son, Jesus Christ.

From http://www.justforcatholics.org/a23.htm

The means by which God forgives sins after baptism is the sacrament known as confession, penance, or reconciliation. “If we confess our sins, he is faithful and just, and will forgive our sins and cleanse us from all unrighteousness. (1 John 1:9). This sacrament is rooted in the mission God gave to Christ in his capacity as the Son of Man on earth to go and forgive sins (cf. Matt. 9:6). Thus, the crowds who witnessed this new power “glorified God, who had given such authority to men” (Matt. 9:8; note the plural men). After his resurrection, Jesus passed on his mission to forgive sins to his ministers, telling them, “As the Father has sent me, even so I send you. . . . Receive the Holy Spirit. If you forgive the sins of any, they are forgiven; if you retain the sins of any, they are retained” (John 20:21-23).

Since it is not possible to confess all of our many daily faults, we know that sacramental reconciliation is required only for grave or mortal sins-but it is required, or Christ would not have commanded it.

Over time, the forms in which the sacrament has been administered have changed. In the early Church, publicly known sins (such as apostasy) were often confessed openly in church, though private confession to a priest was always an option for privately committed sins. Still, confession was not just something done in silence to God alone, but something done “in church,” as the Didache (A.D. 70) indicates.

But the basics of the sacrament have always been there, as the following quotations reveal. Of special significance is their recognition that confession and absolution must be received by a sinner before receiving Holy Communion, for “whoever . . . eats the bread or drinks the cup of the Lord in an unworthy manner will be guilty of profaning the body and blood of the Lord” (1 Cor. 11:27).

The Didache

Confess your sins in church, and do not go up to your prayer with an evil conscience. This is the way of life. . . . On the Lord’s Day gather together, break bread, and give thanks, after confessing your transgressions so that your sacrifice may be pure. (Didache 4:14, 14:1 [A.D. 70])

The Letter of Barnabas

You shall judge righteously. You shall not make a schism, but you shall pacify those that contend by bringing them together. You shall confess your sins. You shall not go to prayer with an evil conscience. This is the way of light. (Letter of Barnabas 19 [A.D. 74])