need advice on where to bind ObjectDataSource

On my page I have a wizard control.  When the user gets to a point in the wizard
they get an empty gridview (or maybe not... I plan on adding the ability to pull
data from URL parameters, but that's beside the point) and they add rows until
they're done, and they move along with the rest of the wizard.  My problem is
that I need somehow to store this information without putting it into a
database.  I created a singleton class that held a Collection<t> of the
rows, unfortunately that was a bad idea since the singleton works across the
entire app domain, and I thought that IIS spun each thread into it's own App
domain...

Anyway I just need to hold onto the data put into the gridview until the end of
the wizard when I shove it into a data structure and pass it off to a web
service.  Any suggestions?

How about using Session state?

Hmm, maybe... but I originally shied away from that idea.  It seemed to be that
casting the list and saving when navigating away and retrieving and casting when
navigating to (and when I need it at the end) seems inelegant.

Beyond that, when does the ObjectDataSource bind?  If it's at Page_Load or later
it would be ok, but if it's earlier than that I would have to rebind it making
this quite an inefficient endeavor.