<p>How secure are php Sessions?  I am planning to use the native PHP sessions to authenticate users.  Can users modify session data like they can $_POST and $_GET data?</p>

PHP sessions are as secure as the session cookie given to the user.  All the data in the session is stored server-side, so users can't arbitrarily modify them except through whatever functionality your site provides.  However, PHP session cookies are a common target for cross-site scripting (XSS) and cross-site request forgery (CSRF) attacks.  Just the same, sessions are a good way to do user authentication as long as you're aware of the potential risks.
Some Wikipedia links:
CSRF
XSS