Which OS are you using? How much traffic do you get? I recently installed a third-party IIS Web Application Firewall for a client called Aqtronix WebKnight. It has lots of blocking rules/filters and provides protection before the request makes it to the ColdFusion layer.
https://www.aqtronix.com/?PageID=99
Session IDs are normally passed via FORM, URL or COOKIE parameters. Many vulnerability scanning services will attempt to generate their own and randomize the session variables in an attempt to cause the web application to give them an existing session or throw an error. Some bots will retain a session that they initiated to access multiple pages, but they can opt not to send the tokens at any time (or send bad tokens.) If you ever passed CFTokens in the URL, Google and other search engines would be inadvertently following them & indexing them. (I've seen many people share links on Facebook that contain their personal session URL... if you click on it fast enough, you can usurp their session.)
I don't provide application sessions to bots... it's a waste of resources. I block many of the default user agents used by scripts. It's not 100% effective since they can be changed, but it keeps out many of the script kiddies.
Here's a technique I've documented regarding using ColdFusion to block fake Googlebots. This same method can be used to block fake BingBot & YahooSlurp user agents too.
http://gamesover2600.tumblr.com/post/93345023759/identify-block-fake-googlebots-using-coldfusion