I use CGI::Session to maintain state in my applications. I also tack the CGISESSID value onto the end of each url in case a user does not have cookies enabled.
I understand your comment on bookmarking and linking problems with session-id-appended urls, but am not sure if there are any other ways to deal with browsers with cookies turned off, or user agents with no cookie capability. Any suggestions? (I'm open to other options from what I am using at the moment for those reasons outlined)
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Want more info? How to link or
or How to display code and escape characters
are good places to start.