I use Template Toolkit with CGI::Application as well, and I have found the URL plugin very useful for keeping my URLs consistent.

I have a default template that is automatically loaded by the PRE_PROCESS option in Template Toolkit which contains the following:

[% USE url( query.url( '-absolute'=1 ) module=current_module rm=curren
+t_rm ) %]
[download]

Here 'query' is just a CGI.pm object, and I pass values for current_module and current_rm to the templates in my code. This primes the URL plugin with a valid URL for the current page and runmode.

Then in my templates I use something like this for all my URLs:

[%
  # use current script and runmode
  url();

  # use current script with new runmode and params
  url( rm='other_runmode' param='value' param2=tplvar );

  # link to a new script completely
  url( '/index.cgi' rm='other_runmode' param='value' param2=tplvar );
%]
[download]

Of course you could add the session stuff in to the 'USE url' statement so that by default the session is added to every generated URL automatically.

[% USE url( query.url( '-absolute'=1 ) module=current_module rm=curren
+t_rm sid=session.id ) %]
[download]

By the way, that 'module' parameter is there because I use CGI::Application::Dispatch. I modified the URL plugin to automatically generate proper URLs using PATH_INFO that coresponds with CGI::Application::Dispatch. If anyone uses that same combination, let me know and I'll provide the changes (they were quite trivial).