depends on "how big" and "how many". it is hard or impossible to tell if something is to much or to big or a problem. you need to profile your app, make some calculations ...
some points:
- the contexts (application, session, request, page) have different lifecycles.
- they also have different "amounts" (one application context, one session per user, and so on)
- store your information in the "shortest" lifecylce possible, do not put information that belongs to the user in a application scope
- if you have a cluster then you need to replicate the session (which is expensive in cases when the session is "big") or use sticky sessions
- be careful when storing
JDBC resources in one of the contexts: cleanup/closing might be a problem. think also cases when exceptions occur.
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pascal