I've been playing RPGs for 30 years, and in almost every game I've ever played we've done experience points at the end of every session. Your mileage may vary.
I've only been doing it for 10 years, but I'm in the same boat, 99.9% of them awarded XP at the end of each session.
I'm not sure which games might be being referred to when the XP is only given out at the end of an adventure
Lets see - off the top of my head: Star Wars (both D6 and D20), Ghostbusters (both editions), Paranoia, Hero, Toon, the old FASA Dr Who game, Gurps and probably a couple more I've forgotten about over the years. In all that time, I've never seen it advised to pay the characters in the middle of a story.
***edit***
Just for fun, I grabbed that old red box AD&D that's been on my shelf since 1981 - you know, the one where you had to fill the dice in with a crayon to be able to read the numbers - and even there, it says in the section "ending the adventure" that you hand out the XP after the game (well, the wording is a little vague since an adventure meant "Go kill as much stuff as you can until the DM gets bored" and not a linear series of events that culminates in a climax to a story).
This thread got me curious, I had to go pull my old West End Star Wars books off the shelf. They do say you should give out experience at the end of an adventure, not session. They suggest that if it's a particularly extended adventure, you miight want to give out rewards part way through. In the case of the current thread though, this will be a 2 to 3 session adventure max, so that's really not necessary.
As the person the OP was originally speaking about (I guess I had on my rules lawyering hat) when you get down to it, I really don't care. As long as we all get our expereince in the end I'm happy. It can be nice getting them incrementally, just because the little constant boosts are fun and let you constantly shape your character, or count up exp to that new talent you want. Getting them all at the end can also be fun, as you can spend it all in one hedonistic glut of new coolness.