asp.net supports 2 types of sessions
inprocess:session maintained by application domain[default]

outprocess:session maintained outside application
domainexternal to worker process.the external process can be:-

(i)state server:is a service of o/s which comes with .net
installation.this supports temopary storage.           

(ii)sqlserver:persistent storage is supported.

(iii)custom:requires manual coding

cookieless session:it is a concept of providing sessionid to
client by appending to url.

Four Types of Session Types-

1. InProc mode- which stores session state in memory on the 
Web server. This is the default.
2.StateServer mode- which stores session state in a 
separate process called the ASP.NET state service. This 
ensures that session state is preserved if the Web 
application is restarted and also makes session state 
available to multiple Web servers in a Web farm.

3.SQLServer mode- stores session state in a SQL Server 
database. This ensures that session state is preserved if 
the Web application is restarted and also makes session 
state available to multiple Web servers in a Web farm.

4.Custom mode- which enables you to specify a custom 
storage provider.

5. Off mode- which disables session state.