I've had several appointments with them including one for my wedding (which started all this craziness!), and try to be as specific as possible about what you like, don't like and want to try. Don't make it seem like a list of rules, tho - it's supposed to be fun! As Aussiechick28 said, tell them which colours you want to use, not just ones you're interested in.
I usually have a full face done when I walk in, but they'll give me a wipe to take everything off. They've always done the whole face on me, and I take advantage of that by trying different foundations which I've been eyeing. The last time I went I kept the mascara on, tho, b/c my short sparse lashes make it difficult for them to work with.
My best appointment (i.e. one where I walked out most happy =P) was me telling the MA I wanted to try Steamy for sure, and I wanted to find a look w/ colour which isn't too overwhelming. She asked me if I may be interested in Fluidlines and recommended Shade. I said sure, and at the end I came out with Shroom as a base, Steamy on the lid and Shade as a defined line above my upper lashes. SF powder for the face, Sunbasque over the cheeks. Loved it! I wasn't at my usual counter for this one, tho, and TBH, I think she was more talented than the others...*sssshhhhhhhh*