The first time a page is accessed, PHP doesn't yet know if the browser is accepting cookies or not, so after session_start() is called, SID will be non-empty, and the PHPSESSID gets inserted in all link URLs on that page that are properly using SID.
This has the consequence that if, for example, a search engine bot hits your home page first, all links that it sees on your home page will have the ugly PHPSESSID=... in them.
This appears to be the default behavior. A work-around is to turn on session.use_only_cookies, but then you lose session data for anyone who has their cookies turned off.
