Most problems with the file based session data files are easily solved. What problem are you having?
The only practical use for storing session data in a database, because using a custom session save handler is about 100 times slower using parsed/tokenized/interpreted php code than using the built-in complied file save handler, is if you must share session data files between servers, such as when you have load-balanced web servers. Do you actually have a situation where using a custom save handler is necessary or do you just need to solve a simple problem using the normal file save handler?