ASP.NET offers a number of places to store state, both on the client and server. However, sometimes it's difficult to decide where you should put things and how to make that decision.

Application - Stored on the server and shared for all users. Does not expire.  Deprecated by Cache (below).

Cache - Stored on the server and shared for all users. Can expire.

Session - Stored on the server.  Unique for each user.  Can expire.

ViewState - Stored in a hidden page input (by default).  Does not expire.

Cookies - Stored at the client. Can expire.

QueryString - Passed in the URL.  Must be maintained with each request.

Context.Items - Only lasts for one request's lifetime.  More.

Profile - Stores the data in the database. Can be used to retain user data over multiple request and session.