Just heard of a new module
Apache::SessionManager, though I don't know much about it, and it may be mod_perl only, but I do know it can be configured to cookie or not cookie.
Update: please ignore that URL, I'm looking for the email where I saw the announcment.
I found the email, it was not an announcement of CPAN availability (yet), but an announcement of the intention to start a Source Forge project; however, it does sound like its a fairly complete project. Msg me if you want the guy's email address to get the module.