I'm kind of surprised SSL with client certificates hasn't been mentioned yet. Granted, this approach is only really useful if you can count on the community of users being identified by certificates. But a number of governments/companies do issue them to their users. The user doesn't have to worry about creating yet another username/password combination, and the identity is established on each and every connection so communication with the server can be entirely stateless, no user sessions required. (Not to imply that any/all of the other solutions mentioned require sessions)