What techniques would you use to be sure that a student understands the material?

I find that having a student explain a topic to me (or walk me through a similar problem) works really well to make sure that a student actually understands the topic. I have also learned to ask questions such as "does that make sense to you?" TWICE, since oftentimes a student will answer the first time without really thinking the question through.

If a student has difficulty learning a skill or concept, what would you do?

My first reaction when a student has difficulty learning a skill or concept is to pause, though that may seem odd. This pause allows me to think the concept through myself, and see if I can come up with a different way of approaching it. I also will frequently look to the course materials for alternate examples that may be more helpful, and if that doesn't work, I generally try looking online for an example (usually using YouTube or Google). If I can't find something online quickly, I will often suggest that we move on to something else to make the best use of the student's time, and then I will continue looking for inspiration during a break or after the session ends (in which case I email the student once I find a better way of approaching the concept or skill).

What types of materials do you typically use during a tutoring session?

Generally, I start with the student's homework or course notes. I also frequently use the course textbook, online textbooks, and sites. If the student prefers, I can generate practice problems or find alternative materials online.