What goes into a training session that makes it worthwhile?

It's pretty easy to go to the range, have no real plan, get some ammo, and just make some expensive noise. There's nothing wrong with that, hell, sometimes I just want to go have fun with my guns and shoot trash with the homies. 

But you are never going to improve that way. So what does a range session look like that has value and makes you better?

Goals:

You have to have a purpose for your training in general, and a purpose for the individual training session. I like to focus on one or two things max that I want to improve on per session. Trying to do too many things will yield very little information to go off of for the future. 

Dryfire:

You should dryfire to learn and improve, and live fire to evaluate your dryfire. The only thing you can't really practice in dryfire is recoil. You should, in my opinion, be dryfiring to learn and improve every other task associated with gun handling. Once you have your goal, you should be dry firing the drills you will do in live-fire, BEFORE your range trip.

Prep:

Get all your stuff together. Unless you have infinite time at the range, time spent loading mags, changing batteries etc is time wasted. Do all that at home so you can maximize your time, and keep your focus. Make sure you have eyes and ears, your timer works, you have targets if you need to bring them. PCCs (pre combat checks) as we used to call them in Big Army.

Measure:

You have to measure your performance. There are a few things you can measure; Time, Hits, and form. To do this you need a shot timer, a target you can check and paste or the ability to call your hits, and a camera (preferably 3rd person)

Analysis:

An honest assessment of your performance is easy when you measure your times, record your hits, and have footage of yourself. Write down in a training log, what you worked on, and what the results were, and compare to your dryfire performance to find out where you are falling short. 

Dryfire:

Now that you know your shortcomings, you know what you need to work on in dryfire to fix your problems.

Reassess goals:

Did you achieve your goal? Did you fix the problems you wanted to? Did you uncover something else you also need to fix? This list of goals and priorities is constantly shifting. I am personally never happy with my outcomes, everything can be better, so I just have a rotating list of priorities that cycle through.