Bayesian methods can be used for more customized applications. Here are a few of the many excellent references on the subject of Bayesian statistics, including a couple relating specifically to SEM:
One of my favorite books giving the background for modern data analysis as well as Bayesian data analysis -->
Gelman, A. and Hill, J. 2006. Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press.
For a thorough reference on Bayesian SEM -->
Lee, SY 2007. Structural Equation Modeling: A Bayesian Approach. John Wiley & Sons.
A good ecological illustration of the use of Bayesian SEM -->
Arhonditsis, GB, Stow, CA, Steinberg, LJ, Kenney, MA, Lathrop, RC, McBride, SJ, and Reckhow, KH. 2006. Exploring ecological patterns with structural equation modeling and Bayesian analysis. Ecological Modelling 192:385-409.
A gentle introduction to Bayesian methods for ecologists -->
McCarthy, MA 2007. Bayesian Methods for Ecology. Cambridge University Press.