The easiest way to do this is to use the setData method of the client session object:
Mage::getSingleton( 'customer/session' )->setData( 'yourArray', array( 1, 2, 3 ) );
You can get it later using getData and then use setData again to update it.
You can also create your own session model with your own identifier:
class Example_MyModule_Model_Session extends Mage_Core_Model_Session_Abstract
{
public function __construct()
{
$this->init( 'mymodule' );
}
}
, , getSingleton "mymodule/session", "/".