I've worked with SharePoint for some time now, and I like to think that I know all there is to know about it. Deep down I know that's not true, but it's a fun delusion. However, I found out yesterday that there is a mechanism in SharePoint called the Scenario Framework that has been around for a while but that I had no idea ever existed. It is used to maintain state between multi-page web forms and helps manage the navigation between those pages.
If building out multiple-page forms in SharePoint is in your plans, you can find more information about the Scenario Framework on Waldek Mastykarz blog entry on the subject.