Forum Moderators: buckworks
If they are turned on in the browser, cookies are more reliable than sessions. Of course if the customer leaves the site with sessions only, they have to start over upon return. Furthermore, depending on the operating system of the server, sessions can get screwed up easier. Until sessions are more reliable or use something like a "key" from the browser for more permanence, it's important to use cookies also.
Kevin
Doing both may give you slightly better coverage but will tend to increase complexity and session-mgmt-in-the-URL can impact Google and emailing links.
If you're anti-cookie, you darn well should be anti-giving-your-credit-card-information-to-a-random-unknown-person. So you shouldn't be losing too much actual business, despite the complaints you'll invariably receive.