<p>I recently came across a ASP 1.1 web application that put a whole heap of stuff in the session variable - including all the DB data objects and even the DB connection object. It ends up being huge. When the web session times out (four hours after the user has finished using the application) sometimes their database transactions get rolled back. I'm assuming this is because the DB connection is not being closed properly when IIS kills the session.</p>

<p>Anyway, my question is what should be in the session variable? Clearly some things need to be in there. The user selects which plan they want to edit on the main screen, so the plan id goes into the session variable. Is it better to try and reduce the load on the DB by storing all the details about the user (and their manager etc.) and the plan they are editing in the session variable or should I try to minimise the stuff in the session variable and query the DB for everything I need in the Page_Load event?</p>

This is pretty hard to answer because it's so application-specific, but here are a few guidelines I use:
Put as little as possible in the session.
User-specific selections that should only last during a given visit are a good choice
often, variables that need to be accessible to multiple pages throughout the user's visit to your site (to avoid passing them from page to page) are also good to put in the session.
From what little you've said about your application, I'd probably select your data from the db and try to find ways to minimize the impact of those queries instead of loading down the session.