Wizards in ASP.NET

We're building an application here that requires the use of wizards to allow for simpler adding of items to the database. We not 100% sure of how wizards are done in asp.net. We are using usercontrols / placeholders, so how exactly is a wizard created with these?

Should we use one usercontrol per step of the wizard, and if we do this we'll need to store the information somewhere between steps...cache? session state? temp database table? Session state seems the most obvious option for us, but we have had issues with session objects in the past with lost data, so is there another method developers use? Can usercontrols be kept on the form, but just hidden so the data is still kept on the form?

Any suggestions?

Thanks
Patch