>If I need to write a PRG class to process data, is Session base class the most appropriate?

Session or Custom are the best classes.

>In my method of my class, is there any difference calling a PRG and calling another method beside inheritance capability?

There's no difference with inheritance capabilities... Well, there are a few differences between PRG and VCX classes, but in the end most are equally powerful. PRG classes tend to be faster. IntelliSense works better on VCX classes. You can add multiple levels of containers with code to a VCX class, but not to a PRG class. Include files provide more possibilities in PRG files. PRG files don't lock the parent class. You can edit a sub class even when the parent class is not available at all. Interfaces can only be implemented in PRG classes. PRG classes are easier for source control. You can only add VCX classes to a form in the form designer. VCX classes find include files automatically.

I'm sure I forgot a lot in the list above.