There's a lot you can do to make your therapy more helpful than it might be otherwise.
Keep a therapy journal. Write after each session, and read what you wrote before the next session. This is where you keep track of your insights and your therapists. Right after the session, you think you'll remember them, but please don't assume that! I've had many Big Breakthrough sessions with clients only to have them come in the next time and say, "Huh, no clue what we talked about last time." I always write notes about each session and always read them before the next one. I recommend it to you too.
Practice. This may be quite obvious, but it's important too. Take your insights from sessions and try 'em on in real life. If that seems risky, look for small, less risky places to experiment. Example: if you realize you need to be massively more assertive, you don't have to start with your easily-angered boss; you can start with the convenience store clerk, who has basically no power in your life.
Take especially good care of yourself during therapy. It's hard to give up your old patterns, defenses, self-defeating pleasures, etc. So find ways to soothe yourself that don't come with a huge price tag. I'll skip the examples because this is so individual...but what would it be for you?
Ask questions for yourself and your therapists. When therapy isn't going anywhere, I've noticed it's often because the client keeps talking about what they already know (the safe stuff) rather than venturing into the unknown, which is where the change happens. Questions are amazingly helpful for focusing both client and therapist on what's both unknown and important. Examples: "How exactly do I assert myself with that easily-angered boss without getting fired?" "Why do I keep drinking heavily when I know it hurts me?" "Should I end this marriage?" Some questions are more for the therapist, some more for the client, some for both. Almost all of them are helpful.
Talk about the process of therapy with your therapist. If you're scared or get your feelings hurt, it will help your therapist enormously to know that. And then they can help you deal with it. If you're wanting more concrete homework, and your therapist keeps "helping" you with abstract generalizations--or vice versa--tell 'em. Most of us want to know what's helpful and what's not! And sometimes we're offering something potentially helpful, but in a way that just doesn't work for you. So just say so.
Say the things you want to hide, if you can stomach it. I always congratulate clients when they say, for example, "What I told you last session wasn't completely true" or "I'm drinking twice as much as I used to." It's your call, and you don't have to be completely honest or open...but you'll get a lot more out of therapy if you're absolutely honest and very open.
Share power. Therapy works well when you take responsibility for bringing important topics and digging deeply into them and at the same time let your therapist be active and involved. It's possible to do therapy in which you do almost all the work while the therapist just watches silently or in which you quickly summarize an issue and the therapist preaches/teaches for most of the session, but I wouldn't recommend either extreme. Collaborating, sharing power, sharing responsibility for the work seems to work great. One of many ways to do this in a session is to summarize what you know about an issue and then invite your therapist in, e.g., "What do you think?" or a more specific question such as "How can I change that?" You don't give away all your power when you invite the therapist to collaborate with you; you're still ultimately in charge of what you do and don't do in your life.
Licensed psychologist, Austin