keep state for http connections

[Alexander Lind]

If I have a busy http server or cluster (by busy I mean one that gets 
hundreds of thousands of visitors per day), and I use an openbsd 
firewall, should I keep state for all incoming http connections, or 
should I just pass them all in without state and then pass them all out 
without state instead of using states?

I'm afraid the state table will get filled up.
This is on openbsd 3.9

Alec