Turn off trans_sid in your php.ini so your site requires the use of cookies.. I don't always like to do this, but I don't think it's out of the question..
This might be mentioned in the session security link that technobard posted, but you may want to save a unique key in the session that is made up with the user's user agent/etc... Maybe even run that string through md5() and compare that on each page.
eg:
PHP Code:
$str = md5($_SERVER['HTTP_USER_AGENT'] + md5("foo string goes here"));
$_SESSION['MAGIC_STRING'] = $str;
.. then check that var each time to ensure it's the same..
-r