I've thankfully never had this happen. It's more about the clients who don't turn up for their appointments and don't say that leaves a bad taste. And getting them to pay for a missed treatment is another scenario that's unwelcome.
I did have a problem with asking for money from my clients (in the early days I didn't even charge near enough for what I was worth!), but have done some personal development courses since and have seen my fair share of 'cheeky' clients over the years, to now feel AND OWN my worth, which allows me to be the therapist and person I wish my clients to know and trust. I am straight with my clients, and never offer a discount, I wait to be asked and then I stick to the strict discount criteria I have stipulated on my website. I certainly don't discount first treatments, as this is the footing you are gaining a client on which IMO will only lead to future cheeky requests and awkward situations.
You could say once you've finished your consultation, what the treatment fee is and that they can pay now or at the end of the treatment. This would stop anyone from saying they didn't know how much you charge and anyone who didn't have enough money would have chance to say so. Though, if you are sure you only want to ask for money at the end of a treatment, then make sure you are aware of your nearest cash point.
If you looked at the situation from the clients perspective, what kind of a therapist would you like to greet you? One who was willing and accepting to do whatever you asked, or one who was strong in mind and had softness in delivery of voice.
My beauty therapist is meek when she asks overly politely for her fee at the end of my treatment, I certainly don't respect her for it - as I know if i put her in the situation where I asked for a discount or couldn't pay full price, I know I'd get it and then I could tell all my mates that she's a pushover and can get cheaper treatments. I tell her to state it plainly (I am polite, don't worry), and even more so if she ever decides and finds the strength to raise her prices too!
Find that inner strength and be that strong and confident person you can be! You know you have it in you! I'm just stating what you already know but sometimes need reminding of
Love
Ping