That's a difficult question to give just one answer to. I've been to a psychologist I did not return to after a couple of visits as that person was completely off track, even I could see that. I've been to others and went right thogh the courses, only to reflect back and ask myself why. Like you have said I rather regard such people as knowing waht they are doing, however while they may be skilled at one particular therapy it does not mean it is right for you.
I went to one and persevered for an awful long time (hypnotherapy) , only to find it ineffective then, now many years later the techniques taught have come into their own and are useful.
I'm not realy helping am I? Well nowadays I have more confidence dealing wiht all aspects of treatment, physical and mental. My approach would be to be quite frank with the professional, and agree upon a timetable with a review every so often, and terminate the treatment if you felt it was not helping and did not receive a convincing reason to remain.
I'll go out on a limb and suggest possible review after four sessions - yes I know this is a guess, but you did ask:)
Do not be afraid to leave after one session if you are not handled in a respectful manner that treats you as being the most knowledgeable person on what you are feeling and your problems