I definitely don't measure it on a session-by-session basis, but over the longer term. Similar to what CNS said, like thinking of how I handled something now vs. how I would have handled it 3 years or even, sometimes, 6 months ago. And Dr. T will comment on my growth in certain areas, too.
One of the things that led me to leave ex-T is that she made this comment that I still had so much anxiety, where it seemed that she didn't thing I'd improved much. Even though I felt I had. I think it was more that she felt she hadn't helped me enough, but it made me feel really bad. On the other hand, Dr. T has said a few times, including in a recent discussion, that I'll always have some level of anxiety; it's about how I handle it, and I'm handling it better than I had been before overall (though I still have my moments).
He's also said how progress isn't linear. How a client can think, for example, that they handled a particular situation poorly and that means they haven't made any progress, that they're right back to where they started from. But that's not the case. How it's just one event/reaction, and it doesn't erase the progress they've made. (He said it better than that.) It's helped to think of it that way.
I have some sort of vague goals, but nothing easily measurable, or at least not objectively. Like being better able to trust in my own feelings about a situation instead of being so swayed by what others think (I have made progress there).