How many shots are needed in Thermage?

Thermage firms skin by induction of heat in the deeper layers of skin tissue. There are no "shots". The procedure consists of hundreds of pulses of radio frequency energy.
Despite what you may have seen advertised, Thermage will not replace a facelift so be sure you understand what it can accomplish and adjust your expectations accordingly. The majority of patients find they experience some subtle firming but it will not and can not replace surgery.
Typically most patients go through one procedure, but for more than mild laxity, two sessions are sometimes chosen.
As far as selecting a provider, visit the Thermage website where you can see who is a professionally trained Thermage physician. Then ask to see photos of patients who have been treated at that practice. In my opinion and experience, the response is very much technician dependent.
Also, younger skin responds slightly better to Thermage as younger patients have better collagen building potential.