what kind of database session control do you recommend?

I am not entirely sure what you mean by database session control. If you are asking how to maintain your database connections so that you don't need to open/close them with every request, I'd recomment writing a database connection pool for your specific database access components. The pool should open a new connection when you need one and keep unused connections active for later use.

You can find an example of a database connection pool implementation (this one is for Firebird using IB*Objects) here:
Database connection pooling

Best Regards,
Danijel Tkalcec

do you have an example that uses AnyDac?

e.g., the one posted on your partner web-pages.

Sorry, there is no example using AnyDAC, but the principle is the same for all database. If you are familiar with AnyDAC, you should be able to write a connection pool for the components you use. Just look at the example code for IBO, read the explanation and you should be good.

PS. If you have a ThinDAC license, or a support contract with Dmitry for AnyDAC, I am sure he will be happy to help you write that database connection pool.

Best Regards,
Danijel Tkalcec