I've actually been very lucky with my midwife. I had the same mw up until my 36 & 38 wk but that was only because I changed the day I was going (there were only 8am slots on my usual day and I'm struggling to sleep....). They have always made my appointments there for the next time, told me what would happen, given me contact details for the local birthing centre, booked my labour/breast feeding classes and passed on all info to the hospital for scans and such.
They have all answered all questions, even some which with hindsight were daft. I've always been told what they are doing and why also, such as what different blood tests were for and alike.
I was weighed at 36 weeks and the mw did make me feel pretty bad for the amount of weight I had gained, but I got reassurance from elsewhere that all was fine. This mw also measured my bump in an unusual way, giving a inaccurate (in my opinion and that of my usual mw) reading, so I measured smaller 2 weeks later... Definitely wasn't mind!
I have an anterior placenta and the main reason I am grateful to the local birthing centre and mws there is because everytime baby had vanished (right from 22 weeks) they have invited me in, calmed me down and never made me feel like an inconvenience. Even when I had to stop the monitoring halfway due to sickness from heartburn.
I think as others have said not being made to feel like an inconvenience, being kept informed, listened to and also the mw having people skills.
I think I have been quite lucky, my area seems to have a good team and facilities.
Hopefully I will be lucky when it comes to the birth with which mw is with me.... Fingers crossed!