Also wenn ich der MSDN glauben schenke was ich eigentlich auch tue dann gilt folgendes: (und ergo cookies sind nicht benötigt wenn man nicht will!)
HTTP is a stateless protocol, which means that it does not automatically indicate whether a sequence of requests is all from the same client or even whether a single browser instance is still actively viewing a page or site. As a result, building Web applications that need to maintain some cross-request state information (shopping carts, data scrolling, and so on) can be extremely challenging without additional infrastructure help.
ASP.NET provides the following support for sessions:
A session-state facility that is easy to use, familiar to ASP developers, and consistent with other .NET Framework APIs.
A reliable session-state facility that can survive Internet Information Services (IIS) restarts and worker-process restarts without losing session data.
A scalable session-state facility that can be used in both Web farm (multicomputer) and Web garden (multiprocess) scenarios and that enables administrators to allocate more processors to a Web application to improve its scalability.
A session-state facility that works with browsers that do not support HTTP cookies.
A throughput equivalent to that of ASP (or better) for core session-state scenarios (50/50 read/write when putting items into shopping carts, modifying last page visited, validating credit card details, and so on).