Dormando shows an enlightened middle way for storing sessions in cache and the database. Sessions are a perfect cache candidate because they are transient, smallish, and since they are usually accessed on every page access removing all that load from the database is a good thing. But as Dormando points out session caches have problems. If you remove expiration times from the cache and you run out of memory then no more logins. If a cache server fails or needs to be upgrade then you just logged out a bunch of potentially angry users. The middle ground Dormando proposes is using both the cache and the database:

Reads: read from the cache first, then the database. Typical cache logic.

Writes: write to memcached every time, write to the database every N seconds (assuming the data has changed). There's a small chance of data loss, but you've still greatly reduced the database load while providing reliability. Nice solution.