I needed therapy twice a week with my therapist for about eight months when I was deeply depressed and having difficulty with daily functioning. I found it incredibly helpful and we were able to make a lot of progress in that time. It also helped motivate me to keep up with personal hygeine, because I had to come in twice a week and be presentable.
I've never seen my pdoc twice in the same week, though. I wouldn't see the point because I don't think any med changes would take effect that quickly anyway.