I have a three-session psych workshop to attend that I had to pay out-of-pocket to the tune of $500. But, apart from a $150 deductible, my insurance will cover everything else (assuming of course, that they approve me after I finish all of the appointments listed in my sig line).
Paying the $500 was a hit in the finances, but there are a lot of people who pay the entire bill, thousands and thousands of dollars from start to finish, out of their own budgets, so in a sense I felt quite lucky.