I just paused my current game for the holidays (a month or so, at which time I may regain some players) so I built the session up to a cliffhanger. Not a huge one, but certainly an uh-oh moment, as what might have been an unfortunate coincidence becomes a dangerous trend.
As I’ve mentioned before, the best way to make this work is to make sure it really is the end of the session so the players can’t just rush to the next scene and react. (In this case I was helped by the venue closing an hour early. Oh well.)
How big a cliffhanger you can get away with probably relates at least in part to how long it will be to the next session. Imminent apparent death = next week.