Since the guys at osCommerce released milestone 2 you have been able to control sessions for the search engines directly through the admin panel. To do this you just need to set the "prevent spider sessions" value to true and the session will be disabled for spiders as they enter the site.
Sessions will be appended to links depending on how the link is setup. OsCommerce has a number of functions that will allow you to do more than just set up a link to another page. You can specify whether the page will be under SSL, has a variable or even a session.
<a href="<?php echo tep_href_link(FILENAME_LOGOFF, '', 'SSL'); ?>" class="headerNavigation"><?php echo HEADER_TITLE_LOGOFF; ?></a>
you can see that this link is going to be directed to the log off file and it should be using SSL.
As for the search engine friendly URL, to be honest I don't think there is much benefit and have seen a few bugs occur when using the built-in version. A good linking structure should see all of your product pages indexed. The best thing that you could do be to look into a number of the header tag controllers.