I don't know what you should say... but I can share how we laid it out.
We told then dd5 that she was going to meet with a man (the gender issue we knew would be a hurdle) and he'd ask lots of questions so we could know what kinds of books and games to buy later that week. Due to the perfectionist issue, we emphasized it wasn't important to us what she could answer right just that she focused and tried. If she did that we would be very proud. I did however brainlessly think I was going to be in the room. So, I crossed my fingers when he walked out and rather abruptly said I'm ___, come on in. (but it worked out well). We did not use the word test or doctor.
dd4 (our #2) is going soon. because of her challenging personality... we are being very careful not to imply we are doing anything fun after because I worry she may decide "she is done" before she actually is... figure I'll surprise her afterwards. The easier part is her big sitter thought it was fun and it comes across well to #2 when her sister talks to her about going. Our challenge will be as someone already posted not to do... #1 told #2 they'll play games and do puzzles. So now we have to break the mental image for #2 that his office is filled with toys and traditional princess puzzles :-)
I think the biggest trick for us is to be "all is normal" that day. No special good-byes from daddy and try to keep my tension out and cool in. I'm not stessing the outcome... as I think my posts have eluded to - I'm more concerned if she'll behave so we can get any feedback for counseling and ed decisions.
Hopefully, I can learn from your question and prepare better too.
