My first thought after reading your email was: DON'T PUT IT IN SESSION!!
And then I remembered, Rails can put session into the database to
create the "share-nothing" environment. So if the wizard should be
completed in a short amount of time, session works. Yea Rails!
I am preparing to create a wizard myself. I am planning to use
acts_as_state_machine to keep track of what page the user was on. This
would allow the user to save the information to the database for
extended periods of time (a requirement of my application) before
completing the wizard. So if your user would be completing the wizard
over several sessions, this may be a better route to take.