>>I thought I heard somewhere that people were creating COM objects based on this class. You get a very lightweight class that creates it own datasession on instantiation. The downside is there is no visual designer for the Session Class, so you have to do it all in code. I've never tried it, but it sounds interesting.
My understanding is that the Session class was put into SP3 specifically for the purpose of better enabling MTDLL component methods to be run simultaneously without wreaking havoc on each other. But Session can also be very useful in other situations -- it may be one of the real "sleeper" features of SP3.