Designing web application: Session or session-less
Today's apps can quickly grow extremely big (just have a look at all those "tiny, simple" tools like pastebin, jsfiddle etc !). And at some point a 16 core high end machine is not enough (some people might say "you have to recode your app in order to save cpu power bla-bla", but the http-connection-limit per server is also a problem). So, if you are planning to build a public application that might become more popular than expected, starting "sessionless" is the way to go! To be honest, this will only affect people who write really big things.
The killer pros for sessions are: much less traffic to the mySQL database and much easier coding. But you will have to rewrite your entire system when your app goes big.