i'm not certain, but i believe that you are not allowed to check cookies set by other domains? i could be wrong. I'll check into that. that's a good idea though...maybe check some really common/obvious cookies or something like hotmail.com or myspace.com or something. it's not foolproof though.
as for only needing to check in session-specific pages, that's not entirely true. suppose you login to check your personal messages and then go back to the home page? you would need to propagate the session id thru even the home page or the person would have to login each time they leave the session-specific pages.