I'm getting lots of feedback from my users describing things that seem to be cookie related. So, I was thinking about changing from cookies to sessions.

Anyone using sessions? Is one better than the other and how difficult will it be to change?

Well... my understanding is that using sessions still uses a cookie to track the session.
Also, using sessions will require everyone to login on each visit. There will be no "remember me" option.

If people are having cookie issues, I'd recommend JustDave's "mycookies" utility...which will be standard with 6.3.

well ok. the mycookies utility is a good place to start.