Naturally I can subclass and provide a defaultPage(WOContext) but
I'm wondering how much of the D2W components/framework require a
session to work?
All of them. There is no D2W without a session. So, D2W is a good
choice for anything where the situation requires a session and where
you can live with the somewhat hard to change layout of D2W pages -
not that you can't change it, but it's not easy to get a nice looking
application.
What are others doing in this area?
I use D2W only when I have sessions and when the app doesn't require
lots of customization to each page. This is typically true in my case
for "administration applications". You can do a lot to the design of
a D2W app, it just takes a lot of time, to create a nice Look&Feel
framework. Mine is still work in progress ...