cookieless profiling possible?

Is there a profile service which I can use to store profile information/states
instead of a cookie approach?
Or would this actually require me to use commerce server or something else
huge?

How about using cookieless session state?

http://support.microsoft.com/kb/307598

okay maybe I need to be more particular in what I am looking for :-)

I'm looking for a profiling mechanism based on the ASP.NET membership provider.
So automatically authenticated users do have a persistent (database backend?)
profile where I would for example store the "latest request" or maybe
even a request history or whatever I may come up with. Of course this kind could
easily be achieved with just a few lines of code.. I was just wondering if there
is already a profile engine like in commerce server or something that I don't
know of (yet) :-)

See previous reply. ASP.NET standard providers support cookieless operation. You
need to provide a way for the client to pass back what would be stored in the
cookie via FormsAuthentication.SetAuthCookie.

You should be able to use the defualt ASP.NET Profile Provider.  Running
aspnet_regsql.exe -Ap will create the database (you can modify to store in MSSQL
2005 instead of the local SQL Express).  Once you have your db, you then add
information similar to below to your web.config 
:<profiledefaultProvider="SqlProfileProvider"> 

<providers><addname="SqlProfileProvider"

connectionStringName="MyConnString"applicationName="MyMembership&
quot;

type="System.Web.Profile.SqlProfileProvider" /></providers>

<properties><addname="FirstName"type="System.String"
;/>

<addname="LastName"type="System.String"/><groupname
="Core"/> </properties>

</profile>

 http://msdn2.microsoft.com/en-us/library/014bec1k.aspx