Any module for user to custom make a schedule from listed options? I'm looking for a module which can do something pretty specific. For a conference that our organization hosts, we have many different sessions during the day. People can pick and choose which one they want to attend.

We would like to create a page which will 1) list all the sessions available and 2) allow people to "favorite" or "pick" from these sessions which will add them to a smaller list, which they can view on a separate page. Ideally this will not require individuals to be logged in, but rely on cookies.

Does anyone know of a module with functions like these? It could really be a view with more robust features, but I can't find an extension of Views which has these features.
I haven't done it persay. But, having attended many Drupal Camp's and 1 Drupal Convention I know the Conference Organization Distribution (COD) has this basic feature-set built it.

COD include the concept of Sessions, and session collections. I know that users can select tracks to register for (typically in a day-calendar view) and then a users session list appears on the users dashboard/account page.

I would recommend either downloading the COD distribution and using it directly, or viewing the install profile of COD and the included content types, Fields, Views, Rules, etc and reverse engineering the functionality you want on a smaller scale.