ASP.NET MVC session alternative for a load balanced environment

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Considering an architecture with multiple web servers (IIS) behind a load balancer, how can I decide what the best options are for keeping session information?

As I was told, the load balancer could be configured to use sticky sessions, but this doesn't seem to be an option due to constraints established by other applications running on the affected systems. Looking into that matter I usually end up with State Server as mentioned here.

Now what I don't understand is why I should use a single (?) State Server to keep hold of the session information from multiple web server systems - doesn't that render the whole load balancing approach useless? Or is the actual influence on the overall performance so insignificant that it can be ignored?

I can see that having such a server is a working solution, but I wonder if that actually is a good one. Would there be any other realistic options?

In general, I'd prefer to just enable sticky sessions on the load balancer as I can't see why that would be a problem considering the overall performance of the applications being hosted, but I'm also not very experienced in that matter.

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