Session data persists according to the php.ini settings - including the garbarge collection and cookie lifetime on the browser. Different approaches may be used to clean up session data. I use a cron job to clear unused sessions after 24 minutes.
Firefox (2 and 3) let me return to a session if I reopen the browser within a short time, IE doesn't. The session data lasts as long as the person is logged in, if they log out, the data may still be there, but it might not be accessible, or the data may be gone.
It's good to test for session variables with isset, although you can probably assume if it reached your code, a session is in progress.
If I were you, I'd just use the session variables as above and not worry about it.