re:
Do you have any thoughts as to when to use one and when to use the other...?
Couldn't you ask an easier question ?
That's a tough nut to crack.
All in all, I think it would depend on the size of the cluster.
Small and medium-sized clusters could probably make do with State Server.
For very large, and I mean *very* large, applications in large clusters,
redundant SQL Servers are called for.
That would mean : "a cluster of SQL Servers keeping state for a cluster of web servers".
The scalability of *that* configuration runs into many millions of hits daily.
Caveat : when using SQL Server mode, objects stored in session state
are serialised and deserialised when a request is processed.
You cannot store objects which do not support serialisation in session state,
if you use SQL Server, so that's something to keep in mind when programming.