I find that you can give each session a greater sense of accomplishment when you loosely give it a Three Act structure. Act I establishes a problem. Act II allows them to discover more about that problem. Act III is where they resolve that problem. True, you can break almost everything down into those three stages (every dice roll, in fact) but it has greater importance for adventures as sometimes you can get whole sessions that drift along without much happening. This is fine if it comes out of the adventure naturally or if the players (or you) are particularly interested in that sort of campaign, but it can help to have an idea of a situation that can be established, investigated, and resolved in most sessions.
While on an Adventure level, the Three Acts all combine to follow an overarching story, such as in a murder mystery where you must bring the killer to justice, on a session level the Acts can go off on tangents so long as they're somewhat related.
For example, on an Adventure level:
Act I: A woman is found dead in a hotel room. The characters take a look around the crime scene and figure out that a vampire is involved and thus they can't rely on the police to deal with it. The problem is thus defined for them: Identify and deal with the vampire.
Act I: The players investigate various vampires and try to figure out who might have done it and why. This is also where they decide if they'll get involved and what they're going to do about it.
Act III: The players actually attempt to resolve the situation. Perhaps they try to convince the Prince to punish him or perhaps they try to kill him themselves.
Here's an example on a Session level:
Act I establishes that a murder has been committed and the characters arrive at the hotel.
Act II reveals that the receptionist with the key to the crime scene needs help with her husband who's badly shaken up from the whole ordeal.
Act III involves the players helping the husband deal with the trauma.
See how it's tangental to the over-arching adventure plot while still following it's own internal logic? It still follows the Discovery, Investigation, Resolution format. These three acts could take about 10 minutes or could take an entire session depending on the players and their interests in this particular NPC. It doesn't matter if the players cycle through the acts several times in a session, only that they make some progress and cycle through them at least once. Otherwise, a session can feel a bit bogged down.
Having said that, the occasional session where nothing much happens can make for a fantastically enjoyable one but as a general rule, I personally find it better when there's an identifiable goal discovered, its details learned, and something resolved, all in the same session. Of course, every campaign and every group of players are different. It's just something to bear in mind.