Using your database or db for sessions is not recommended.
Although the files setting for sessions in Magento is great, you may want to use Memcache.

Step-by-step guide

  1. Log into the server or access your Magento files via FTP/SFTP.
  2. Open local.xml for the Magento install you want to set to Memcache sessions.
  3. Change the existing “sessions” line to this (see below code block), adjusting the IP and port appropriately.
<session_save><![CDATA[memcache]]></session_save><session_save_path><![CDATA[tcp://127.0.0.1:11211?persistent=0&weight=2&timeout=60&retry_interval=10]]></session_save_path>