Which method is best for passing session id?

[B. Fongo]

I'm trying to implement cgi sessions with Apache::Session and found
myself contemplating on a method to pass session id to my script.
 
I'll appreciate if someone experienced could help me out of that - by
giving any pros and cons on the following methods:
 
1.      URL
2.      Hidden fields
3.      Cookies
 
Thanks guys
 
Babs