multi-server setup

I have Apache Proxy running on a single server which proxy load
balances all the request to my 3 x CF9 Servers running jrun4.

My question is with this kind of setup, I am running into a problem
where if one of my CF servers goes down, the users are automatically
moved to the remaining servers. This is the ideal situation however
since I have sticky sessions enabled, the problem comes in where the
session data is stored on the down server and the user is forced to
log back into the server.

Do any of you have recommendations on how to keep the user logged in
amongst all servers or re-log them back in when a server goes down?

Something else you should keep in mind, I am running a couple memcache
servers and my first thought is to store all session data there and
reference it via a client cookie. Let me know if this is best or
should I go another route.