I'm kinda like you - I don't address my shrink by any name when I talk to him. When I ask for him, though, I always use Dr. Shrink. That said, I think in the beginning, the therapist should be addressed as Dr. Therapist, then change if the therapist suggests something else. Of course, depending on the character, maybe he would want to call the T 'Doc' (if the T. has that designation).