If it's a planned cancellation, like a vacation, I like to know as far in advance as possible, partly because it gives me time to plan something else. Two weeks has been the minimum, but I've been given as much as four months notice.

If it's due to an emergency on my therapist's end of things, I can deal with any kind of notice, but would prefer enough notice that I'm not en route.

If it's a similar situation to another poster whose therapist told her at the end of the session that the next one was cancelled, I would not like that at all. In that case, I would want to know right off the bat so that I could be more selective in what I brought up in session--nothing that would be too heavy.