Frankly, even though Alaska guys seems to understand, I'm a little bit confused as to what exactly dwalker is trying to accomplish here.
My take on it is that he simply wants to keep track of where a user goes when she logs in. That and record what they submit in forms (aren't you doing that anyway? You mentioned a database for customers. Can't you just grab the session id and ip address and insert them into the customers records?)
As for the security of sessions, yes, they are not made for security's sake. They are made to keep state for a state-less protocol...ip. However, nothing transmitted from client to server and vice-versa is ever secure without using encryption. Therefore, SSL and good programming can make a site adequately secure when passing sensitive information accross the wire. This means as has been previously emphasized, registering session variables globally isn't neccessarily the smartest way to go about securing things. So set your session variables with $SESSION['name'] = value; and so forth. Also, test your variables against $SESSION['name'] in the $_SESSION array. Just an example, say I have a login page that checks a username and password against a databse query. If the query validates, I set a session variable ($loggedin = true). If I set it globally, it is possible to reset the value using a variable from another source (like a plain 'ole cookie perhaps, or a POST or GET) with the same name. I'm not sure which variable names will take precedence, however, I just know it's generally a bad idea.
If you are not really protecting sensitive data and just want to use sessions for tracking a user as she goes through your site, sessions offers a great way to go. For example, I would just include a script in your header that inserts the session id into a database. When your users log in, make sure you insert a record into an associated table with their ip and current and session id. Later, you can go back and link the session ids to a user login record.