In Joomla's Global Configuration there is an option "Session Handler", its description says
The mechanism by which Joomla! identifies a User once they are connected to the web site using non-persistent cookies.
However I still don't understand what it tries to explain.
What are the advantages and disadvantages of both? How do I know which option is good me?
In the none option it use the default php session handle, which use files to store the session data. In the database option it use the database to store the session data. In http://www.tuxradar.com/practicalphp/10/3/7 you can know more about Files vs. Databases in the session
Similar to @codinghands's answer, writing the session to the database caused us to have too many connections:
https://stackoverflow.com/questions/14506124/joomla-is-causing-too-many-connections-database-errors
The database wasn't corrupted, but it brought our site down. We managed to resolve it by changing the session handler to none.
In addition, you may want to look into how PHP is storing your session. Ours were being written to the hard disk. This was slow (up to ~200ms), and isn't good if you want to load balance your servers. The mysql option would be good for load balancing if you can get around the 'too many connections problem'
Just to add my 2 cents: I've found in earlier versions of Joomla that the _sessions table often becomes corrupted on sites receiving a large number of unique visitors and hence open sessions, bringing the site down until the table is repaired / cleared. Using None resolved this for me.
