I go twice a week, and it's turned out to work much better for me than once/week. (What I was experiencing with once/week seems similar to what EllieBear was.)

I pay out of pocket--my T doesn't take insurance--but when I file a claim my insurance reimburses me for 2 sessions just as it would for 1. But you have to have the right kind of insurance for that...mine currently provides unlimited psych visits. (It pays a percentage, though, for each visit...not the whole thing.)