Sybru:

Michael's excellent article covers two separate areas, Module Settings is one, Personalization is the other.  The Module Settings are related to a particular instance of the module, regardless of the user. or whether one is logged in.  By the way, you have not told us exactly what is the nature of the values you are talking about.  You have different options depending on what you need to accomplish.  Just remember that the Module Settings are not user related but permanent, Personalization is user related and also permanent.  Session is not user related and is not permanent.  You may want to consider these criteria when you decide the option to use.

By the way, Session variables are not a bad thing, you can use them without a problem, even in DNN.  What you do not want to do is to store big datasets in them for instance, specially in sites with a lot of concurrent users or in an underpowered server with limited memory.

Carlos