When I first got into this I used to stay no matter what.
There is a difference between someone who deliberately misleads you through advertising vs. someone who advertises honestly but just isn't what you are looking for.
If the advertising is a total lie, do not hesitate, leave immediately.
If it's a case of not what you are expecting, I think it's fair to politely decline. I think this happens more often than we might expect. I remember the first time I declined a session the lady's response gave me the impression that it wasn't the first time that day that someone had declined. It kinda sounded like she was used to it, if anything.
As far as leaving a tip or some amount of payment, I suggest you consider the context. To give extreme examples, if you pre-book days in advance a multi-hour session and the lady incurs significant time and expense to prepare for you, then I think it's appropriate to offer compensation. If it's a last minute half hour booking with a high volume SP who made you wait ten minutes and probably has two more guys waiting in the parking lot, maybe not so much.
Most importantly, no one likes these situations so I think the best thing to do is avoid them. This means don't make last minute impulse bookings based on one ad with a few unverified pictures of an SP who you have never seen or heard of before. Also, if at any point in the booking process you get even a hint of a warning sign - full stop. Take the time to do some research. Follow the SP on twitter for awhile, look for reviews, check her website if she has one. If you can't find any of these - don't take a chance. I haven't walked out on a session in years because I don't take chances anymore. If you find this is happening often, the best thing to do is be more careful in your booking process.