I would not recommend rolling your own until you've at least tried the existing modules and figured out how they failed to meet your requirements. There are trials and tribulations that have been ensconced within those modules - and rolling your own will merely mean rediscovering those issues. Since they will very likely both be acceptable to your requirements (not that those requirements are entirely clear - winning a popularity contest should not be the sum total of your requirements), pick the one that has the API that you find easier.

(For the record, I use CGI::Session, and have also written a back-end driver for it for use with the database that I use.)