Personally, I'm the kind of person who, if I feel like a session is going to be nonproductive or a burden, I cancel the session. I've never regretted that decision. I usually go to the next session more motivated and focused. If I get overwhelmed with therapy, I find that cancelling for one, two or even several months works for me. My therapist has also recognized that this plan of action is productive for me. I think she was skeptical at first and encouraged me to come even when feeling like I didn't want to be there (the old, "that's when you most need to be here!"). But over time, she's really begun to understand that isn't the case for me. Sometimes, for me, I just need to sit with the feelings alone, and then return to work on them at a later date.