Absolutely it's a risk and one of the dodgy punters on warnings board, I actually saw

in hindsight his computer was whirring away and in full operation mode. I never really thought about it til then.
Outcalls you can't really control it as much, as you are probably going to be in various different rooms, so i guess you might even consider not offering home visits on this basis. Personally I will do them but only because I'm going on the basis I will be clothed in areas other than when the action is going on and in that room, I scan as best as I can / look for laptops/ open wardrobe etc
on hotel visits ask that laptop lids are down (I make light of it with a 'we don't want anyone spying on you do we:)'
look out for any strangely placed coats/bags etc
If they have their own alarm clock move this to face the other way (you can get spy clocks)
I am also careful of them fidding on their phone like sending sms etc during the meeting, recently I caught one trying to get a covert photo
I also don't visit offices as they are full of CCTV
If the worst happens and they do record a session, then I would guess the quality is not going to be great ?
I try not to think about it in overdrive otherwise the paranoia would be too much but I do think about it now on each and every booking, even trusted regulars