GET variables are a much better way to go. When you start dropping variables into the session, it can have side effects like copy/pasting a URL from browser to browser or trying to bookmark can bring up different pages (which consequently is a nightmare for SEO). Also, it can have complications if you ever start clustering your servers b/c you'll need to deal with session failover.
IMHO, the best solution is to use mod_rewrite to implement path-based variables...you get pretty URLs with all the benefits of GET vars.