Perspectives

Lose 3% of my total bank or win 4%; that ends my session.

That would be 40 units.

Do you go home? To another casino? Table? Pit?

The dragon wins! Taking a modest loss allows a good night's rest. The casinoes aren't going to magically disappear with your money-they will be there tomorrow. The very best players are never hasty.

My unit is $25, so if I lose 40 units ($1,000), there is a big difference if the end of that session means I go home or I just go to another casino, table, or pit.

with myself.

Here is what I consider a session. If I play at one casino then leave to go to another casino that is a session. If I leave one table an go to another table with the same limits, I count that as the same session. If I leave one table and move to a different limit table in the same casino I consider that 2 separate sessions. I do it this way because I use an iPhone app that tracks my play by location as well as the limit I am playing.

You shouldn't let your iphone-application dictate the way you use language. Imagine a situation where you have to switch several times between tables with different limits.This might get confusing for the record.
Generally speaking, a session is an event during which you remain seated (Wongers might have a problem with this :-)).
In Blackjack I would define it as the period that starts with buying chips and ends with cashing them.

Francis Salmon

I like your semantics.

One may not cash in after leaving a table or casino. And one might cash in when leaving a table temporarily, only to return, after a rest break or whatever.

I think a session should be whatever an individual defines it to be within his own context. So, different players may and will and do have different definitions for sessions.