This is a very specific case, but if you've recently upgraded to MT 3.3 and want to run it with Ruby on Rails (or something else) in FastCGI under lighttpd, Michael James Boyle's article is very useful: Running Movable Type 3.3 with LightTPD and FastCGI.

For MT in FastCGI under Apache, this article from Six Apart's dev wiki is worth reading: Running Movable Type Under FastCGI

I have several projects that involve this sort of integration. As the diversity of apps installed on a single web site increases, it would be very helpful if there were a standard approach for sharing sessions - imagine if the oft-used web apps all had config for naming the session cookie. Also, by making web apps more cohesive internally there will be more impetus for accomplishing the same externally - through efforts such as OpenID.

Not everyone can just open the hatch on a wiki, bulletin board, or blog app to alter the method of checking the session.