Using PHP sessions is very easy, but the best way to make permanent cookies is built you own ones?

I'm building a site and in my local server I can change session.cookie_lifetime, but perhaps you can't do that in a shared hosting, and using this method all users will have a permanent cookie, even when they don't want it.

So, to make a well builded site is better not to use the PHPSESSION, and make you own cookies and store them in MySQL?
Like in the "Creating a Custom Session Save Handler" part of this article: http://phpmaster.com/writing-custom-session-handlers/