Saving:
The only way to save a variable on the clients machine is using cookies (small files that live in the Temporary Internet Files folder). Yes, they have to have cookies enabled for this to work and yes, cookies can be a security issue (IMO not as big as people make out).
Retrieving:
Request.Cookies("Name")
How to save and retrieve cookies:
http://www.asp101.com/tips/index.asp?id=30
Personally the 'only' thing I use cookies for is to:
'check this box to remember my username'
IMO you should get them to log in instead of using cookies, here is a good link on why I think this:
http://builder.com.com/5100-6371-5085802.html
Wind is your friend
Matt