This is comparing apples and oranges. Sessions are for tracking
multi-form web interactions, cookies are used for storing persistent,
non-critical pieces of data, and for temporary "markers". In fact
sessions often use these markers in order to function.
If the data you are saving needs to be safely stored at all costs,
then you need to have some sort of login, and store the data on the
server. If it's just some prefs, then store it on the browser. Finally
if the data is just while doing some work, which takes place on more that
one form, store it in the session, which will probably place a cookie on
the browser just to track the actual session.
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