$_SESSION v. Cookies

Dear PHP List,

    PHP 5, Apache2, MySQL 5, running on Ubuntu, viewing & deving with
FireFox and Konqueror (Linux).

    I am building a site with multiple tools and want to pass variables
throughout them all.  Before, I was passing variables using <hidden> HTML
Form tags, but the site has grown too large for this tactic, so I went to
using $_SESSION.  However, when I started using $_SESSION, my site loads 3-5
times slower then before.  A page that queried MySQL and built itself in 3-5
seconds was now taking 15-20.  While more has changed then just $_SESSION,
it is really the only significant difference.

    Is $_SESSION slowing down my site?  Is there a faster alternative to
global variables then using $_SESSION?  Are using regular cookies faster?

    Any help is appreciated.

    Thanks,
              Scott

-- 
Scott Campbell
"If you do what you've always done, you'll get what you've always gotten."

"Courage is resistance to fear .. not absence of fear."