Sitecore does not currently support or recommend out-of-process session state for Sitecore Client / Content Management environments.
Sitecore 8.0+
Upon further consideration, Sitecore has decided to deprecate experimental support for out-of-process session state for Sitecore Client / Content Management environments.
Content Management environments should rely on InProc session state, and for the environments that use multiple CM instances - sticky sessions must used to persist session state data between multiple requests.
Support for out-of-process session state for Sitecore Client will be re-considered for introducing full support in later Sitecore versions.
For customers who already utilize out-of-process session state configuration for Sitecore Client, Sitecore will continue to provide experimental level of support or assistance with transitioning to InProc session state setup.
Sitecore 7.5 Update-1
An issue introduced in Sitecore 7.5 Initial Release preventing Sitecore Client from being used with the out-of-process session state modes was fixed in Sitecore 7.5 Update-1.
Additional fixes with the out-of-process session state modes were made in Sitecore 7.5 Update-1.
Sitecore 7.5 Initial Release
An issue preventing Sitecore Client from being used with the out-of-process session-state modes was discovered in Sitecore 7.5 Initial Release. You may see the serialization errors similar to the following when working with the Sitecore Client:
ERROR Application error.
Exception: System.Web.HttpException
Message: Unable to serialize the session state. In 'StateServer' and 'SQLServer' mode, ASP.NET will serialize the session state objects, and as a result non-serializable objects or MarshalByRef objects are not permitted. The same restriction applies if similar serialization is done by the custom session state store in 'Custom' mode.
Source: System.Web
at System.Web.Util.AltSerialization.WriteValueToStream(Object value, BinaryWriter writer)
at System.Web.SessionState.SessionStateItemCollection.WriteValueToStreamWithAssert(Object value, BinaryWriter writer)
at System.Web.SessionState.SessionStateItemCollection.Serialize(BinaryWriter writer)
...
Further fixes for out-of-process session state modes were made in 7.0 Update-3.
Sitecore 6.5.0 Update-5 (Service Pack-1)
Sitecore 6.5.0 Update-5 introduced experimental support for using Sitecore Clients with SqlServer, StateServer, and other out-of-process session-state modes since CMS 6.5.0 Update-5.
Core features such as content editing and publishing should work as expected, but we are aware of a number of issues that have not yet been addressed, so the feature can be used for evaluation of this functionality, but is not considered production-ready yet.
Sitecore 6.5.0 Update-4 and earlier
In 6.5.0 Update-4 and earlier Sitecore versions, the Sitecore Client only supports the InProc session-state mode.
To resolve the serialization issue introduced in Sitecore 7.5 Initial Release: