Just a thought,
Perhaps, together with, or instead of cookie use, you could try something like
http://site.com/script.pl?sessid=encrypted_session_id or
http://site.com/encrypted_session_id in case of pathinfo use.
This is of course linked to the session table on the server side.
I bet, that with a few snazzy math tricks, you can encode
the current site state in that id, so you can use it for bookmarks.
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Detonite