We've decided that our site needs to use URL-rewriting instead of cookies as a means of tracking sessions. (We're hoping it will defeat the nasty habit one of our customer's proxy caches has of showing some users the data for other users. The jsessionid in the URL will hopefully make all URLs unique to each user).
I've learned that to turn on URL-rewriting you have to turn off cookies for the <context> in the Tomcat server.xml file and restart Tomcat. It also appears you have to restart your browser (IE in my case). I tried setting cookies="false" in META-INF/context.xml, but it doesn't appear to have any effect in Tomcat 4. I've heard Tomcat 5 is more respectful of settings in context.xml.
Of course, to make URL rewriting work, you have to pass all your URLs through HttpServletResponse.encodeURL() or use the appropriate taglib tag (<html:rewrite>, <c:url>, etc...)