First of all I want to thank all of you for your replys and I want to apologize, that I didn't replied earlier, but part of last week I was ill.
However, I may have not put enough emphasis on my real problem. Some users losing their sessions is one thing that isn't that pretty, but not the end of the world. But as explained above. If one of the memcached servers goes down. Some users experience the problem, that they not only get logged out but also have problems browsing the site at all or logging back in. Every page needs minutes to load then and it seems like the client is still trying to reach the server that got down and he's not trying that for only the first few clicks after one server went down, but for every click after that.
