I don't think I could have a wasted session... Even if he didn't show up, I would benefit from looking forward to the session all week. Maybe that is a lame answer, but therapy is one bright spot in my life where another person talks to me and pretends to care, and I can pretend that I'm somebody and that life is worth living, or hope or whatever. So if you find you are in this situation, then certainly there cant be a wasted session.