re: Poker & When do you end a session?
When playing cash games, I'll have a pre-determined stop-loss and take-profit. ie. I will stop if I lose $X or make $Y. For SNG's I use table-ninja, which I can load in an amount of tournaments to register for in my current session, when those tournaments are finished, then my session is finished and I stop .
IMO, you shouldn't continue playing just because you're having an excellent run, because you will be kicking yourself once you start losing, as in the case you described. Also, you shouldn't continue playing just to win back your losses, that is a destructive pattern of a problem gambler.
Just set your goals, and be consistent.