So I have emailed and set up an appointment.

So how long before the appointment should I call to confirm and get the address? An hour, half hour, twenty minutes?

Normally a provider likes to get the call at least an hour, maybe 2 hours before the initial appointment.  

If for some reason you have to cancel, it gives her plenty of time to do other things, take another appointment she couldnt take because you had that spot....etc etc.

Best bet is to go win an hour before unless the provider has specified a certain time.

I like to have my clients call me when they leave to head my way.  When I know where they are (roughly) I can judge the amount of time it will take for them to get to me...give or take a few...so if I am doing something that can wait, I go on to what I need to to finish getting ready.

I generally call three or four hours ahead. In my area it can take an hour or two in rush hour traffic to get to where I'm going so waiting too long doesn't work. The "two call system" would have you calling in advance to get the location and then again at your appointment time to get the room number.
As with many protocols, the lady you are seeing may have a preference regarding this. I would check with her...

Usually she would tell you in the email when to call for location. Generally the morning of your appointment to get the area, then when you reach that area call again to get specific directions.

b-

Many call the night before to confirm.. and before they leave out to her place to confirm

I always call or e-mail the day before the appointment, depending on the lady's preference.  A follow-up call when I leave to go to her place is generally requested as sophie stated above.

Say something like, "I'm looking forward to seeing you for our appointment; when would you like me to call you to check in and find out where to meet you?"

She knows you're going to need the address, so that's not going to be a problem.  She'll also be happy for the opportunity to confirm that you are indeed going to show up, and this lets her express how she'd like to do things.  Once you know each other better, she may not need as much contact to arrange things, but there will almost certainly be at least two calls -- the first to confirm that yes, you're actually going to keep the appointment and for her to tell you roughly where to go, and a final call to say you're very close by and to get a room number or a detailed address and to let her know that you're on time.