In Mozilla there is no way to always allow session cookies. A user might, for example, want to be asked before storing a cookie except if it's only for the session. IE can do this (gasp), and it would be quite a useful feature. My suggestion would be to add a checkbox "[ ] Always allow session cookies" to cookie preferences. I tried to search the cookie bugs for this, but, although plenty, they seem to be cluttered with other suggestions.
Are there enough sites that use session cookies but not permanent cookies that this option would significantly cut down on how often you see the allow-cookie dialog? If not, I prefer the approach in bug 75915, which would replace the allow-cookie dialog with a status bar icon. Instead of setting Mozilla to ask you before setting a cookie, you would set it to downgrade cookies to session-only for sites not in the whitelist. Clicking the status bar icon would add the current site to the whitelist, allowing the site's cookies to last longer than the session.
Yep, the approach in bug 75915 sounds better. Marking as dup. *** This bug has been marked as a duplicate of 75915 ***