Read OWASP A3-Broken Authentication and Session Management. Also read about OWASP A5-CSRF, which is sometimes called "session riding".
You should use this code in a php header file:
ini_set('session.cookie_secure',1);
ini_set('session.cookie_httponly',1);
ini_set('session.use_only_cookies',1);
session_start();
This code prevents session fixation. It also helps protect against xss from access document.cookie
which is one way that Session Hijacking can occur. Enforcing HTTPS only cookies is a good way of addressing OWASP A9-Insufficient Transport Layer Protection. This way of using HTTPS is sometimes called "secure cookies", which is a terrible name for it. Also STS is a very cool security feature, but not all browsers support it (yet).