Added docs regarding requests.session to docs/user/advanced.rst

docs/user/advanced.rst

@@ -0,0 +1,22 @@
+.. _advanced:
+
+Advanced Usage
+==============
+
+This document covers more advanced features.
+
+Session Objects
+===============
+
+.. module:: requests.session 
+
+The Session object allows you to persist certain parameters across requests.  It also establishes a CookieJar by default and passes it along in any requests made from the Session instance.  For a complete list of allowed parameters, please see the *__attrs__* field in *requests/session.py*. ::
+
+    from requests.session import Session
+
+    s = Session()
+    s.get("http://httpbin.org/cookies/set/sessioncookie/123456789")
+    r = s.get("http://httpbin.org/cookies")
+    print r.content
+
+Note: Certain parameters are best set at the request.config level (i.e. a global proxy, user agent header).