One thing of note that caused me three days of trouble:
It's important to note that Firefox (for one) makes two calls to the server automatically. One for the page, and one for favicon.ico.
If you are setting session variables (as I was) to certain values when a page exists, and other values when pages don't exist, the values for non-existent pages will overwrite the values for existing pages if favicon.ico doesn't exist.
I doubt many of you are doing this, but if you are, this is a consideration you need to address or you'll be bald over the course of a three day period!