Usually they do one establish shot of the scene from a distance. Then a medium shot. Woody Allen stops there. It's his 'style' though he says it's just because he's lazy.
Most directors then do close ups or over the shoulders of the same scene to get each actors reactions. Especially if it has important dialog or emotions.
Experianced actors love this since it gives them a chance to be subtle, but convey the emotion. Non-actors wonder what you're doing until you explain it. Unfortunately they then often overact. Explain that when you are that close (closer than you'd get in real life) at twitch, a flicker of the eyes may explain it all.