I've been in all different kinds of situations.. as far as waiting rooms...
The really huge practices with a couple of waiting rooms that were inter-connected.. I didn't mind that at all very pleasant.. lost of magzines.. and you just gave your first name and your T and time to the receptionist.. so it was private.
The worse was a T in private practice.. in a building with no other therapists - there was a small computer company, massage therapists.. other businesses.. so you never knew what type of people you were going to encounter.. it was a shared waiting room..the walls were paper thin.. and you sessions weren't "private"..

The one I have now, he is in practice with another... and I love it.. they stagger there appointments so you don't run into people.. the exit is completely separate from the entrance.. also his office has a gas fireplace.. and his chair.. is a comfy.. recliner type deal.. but not all puffy.. smooth.. so he looks relaxed.. and there is a leather.. comfy couch for his clients.. it just makes me more relaxed..
I love it..

my pdoc is a huge, huge pratcice... but they make it very comfortable.. and they insure privacy from the actual offices by placing.. brick.. half walls.. and the people that wait there.. it just is comfy... magazines.. coffee.. the placement of waiting chairs and such... all is good..