Just thought I'd throw up a solution to something you might come
across.  The answer isn't readily available, as it took me a good day
and a half to find the solution.

I was using an IP address to access our test site and everything was
fine, as well as testing on localhost.  Tried using the site using the
domain name, and weird things would happen:

Forms authentication would fail, session variables would never get
set.

Turns out it was because of an underscore character in the domain,
which was intranet_test.mycompany.com

Changed it to a hyphen and like magic, everything started working fine!