One of the frequent questions that developers and customers ask me during my Windows Azure related discussion is how to manage session state in Windows Azure Web Role. With Web Roles supporting full IIS (previously it was just hosted web core), the inclination to fall back to the tried and tested methods of either in-proc where the session is stored in the webserver memory or store it in SQL Server is very tempting. A few queries also hover around out-of proc and storing them in State Server.