When a client approves the website's design, and you're almost finished building the website (while allowing the client to view progress) and you suddenly recieve the request to change half the damn thing.

Build in a declared point of no return into your milestones. That way at least the client knows they're being a dick and will be charged accordingly.

@pixeltherapy I do that now. at about 60%. show client the progress and wait for confirmation before continuing.

@pixeltherapy Very true. Our point of no return was approval of the design. Apparently she (client) got the request to change the site from her collegue/superior who just returned from a long holliday and never actually was involved in the project. Ah well... At least they will pay for the extra hours.
But this ofcourse ruins my planning.

Change order!