I am starting session with
$sess = new Zend_Session_Namespace('MySession');
and session works fine but problem comes when cookies are disabled in browser. i have a big application ,
so what will be the best solution to make it work on cookie-less environment.
You could set the session.use_only_cookies to "0" and append the session ID to the URL in your code, so every link or redirect would have something like "session_id=4b5fe6a4019a8cd7fc4326664e9e03ae" appended to the URL.
This approach have many issues, the biggest one is that if a user decides to share an URL, lets say in Facebook, he/she would copy the whole url from the browser (including the session ID) and everyone who clicks that link will capture the user's session.
Have a look at this.