Proper session management is crucial for maintaining the security and UX of web applications. This involves using secure session IDs, cookies, and HTTPS to protect against various attacks. Best practices include generating random and unique session IDs, setting secure cookie flags, implementing session expiry and timeouts, regenerating sessions upon login and logout, destroying sessions on logout, using secure session storage, monitoring and auditing sessions, persisting sessions across servers, validating tokens, and using Multi-Factor Authentication to strengthen security. Implementing these best practices can help build a safe environment while delivering a seamless user experience.