If you're looking for a single particular client's history, your best approach would be to go to that client's detail page, create a custom list view that includes the columns you're interested in, and then export to CSV.
If you're looking for several clients, then you'd want to run a client session report, be sure to check the 'include details about every session'. Keep in mind that client session reports tend to be large, so the trade off is that you'll want to do it for shorter periods of time (longer report durations require that you have the Historical Data Retention values and hard disk resources to accommodate the report request. It's recommended that these reports be scheduled to run at non peak network usage so the database doesn't have to compete with regular operations (keep in mind not to have it run at the same time as nightly maintenance). A typically recommendation is a weekly or monthly report offloaded to another server as CSV or PDF if you'd like to maintain a record for any reason.)