Session cookie prevents pages to load
On large sites with many users and many simultaneous connections keeping sessions in database will cause a problems. So there are some tricks that may help you:


Don't keep unneeded sessions for anonymous users. To do this, choose one of the following, from what I advise most, to what's easiest:

Upgrade to Drupal 7
Migrate to Pressflow
Use No Anonymous Sessions module

Move your sessions where they will do less damage:

Memcache API and Integration module allows sessions in memcached bin
Memcache Storage (possibly with Cache Backport) offers the same functionality
Create your own session module looking at code of the above, for example to keep sessions in shared memory or in files on a ramdisc.

Flush sessions every midnight (or other hour with no visitors)