.NET Membership: Best way to Implement "I know you but you're not logged in"

Question

Sites like ebay and amazon.com Know who you are with a message like

Hello, Bob. Please log in.

... but they also know you haven't authenticated yet for this session. What is the best way to implement this in an ASP.NET application using the Membership API/Framework? I can think of a few ways to go here, but my primary concern is to not compromise security in the name of convenience or apparent cleverness.

Special bonus question: is there a commonly used term that describes this session state (e.g., identified but not authenticated)

Answer 1

I suspect the way most sites do it is with a cookie storing your "Name" and then they read and display this information on the page

Answer 2

They do this with a cookie. No private information is needed other than the first name, or a unique identifier for a database lookup.

I think "identified but not authenticated" says it all...