I let my clients know they have my full attention through portraying active listening skills and being fully present. With active listening, I repeat back the things I hear my clients say that seem important to our discussion, and I include some emotions with it. For example, if I ask a client, "How are things going with your team?" And they reply, "Ugh! I cannot seem to get them to show up on time for work, follow my instructions, and communicate with me better."
Then I might respond with something like, "So it sounds like you are very frustrated because members of your team don't show up for work on time regularly, follow your instructions, or communicate well with you?" If they agree and say, "YES! Exactly!" Then I know I have heard them and they feel validated in what is going on.
This type of listening is great because it clarify's that I am on the right track with them, and they feel heard and validated, which is what any of us really want in relationships.