ASP.NET offers a number of places to store state, both on the client and server. However, sometimes it's difficult to decide where you should put things and how to make that decision.
You choices for state management include:
Application - Stored on the server and shared for all users. Does not expire. Deprecated by Cache (below).
Cache - Stored on the server and shared for all users. Can expire.
Session - Stored on the server. Unique for each user. Can expire.
ViewState - Stored in a hidden page input (by default). Does not expire.
Cookies - Stored at the client. Can expire.
QueryString - Passed in the URL. Must be maintained with each request.
Context.Items - Only lasts for one request's lifetime. More.
Profile - Stores the data in the database. Can be used to retain user data over multiple request and session.