How safe is it to store sessions with Redis?

Redis is perfect for storing sessions. All operations are performed in memory, and so reads and writes will be fast.

The second aspect is persistence of session state. Redis gives you a lot of flexibility in how you want to persist session state to your hard-disk. You can go through http://redis.io/topics/persistence to learn more, but at a high level, here are your options -

1. If you cannot afford losing any sessions, set appendfsync always in your configuration file. With this, Redis guarantees that any write operations are saved to the disk. The disadvantage is that write operations will be slower.
2. If you are okay with losing about 1s worth of data, use appendfsync everysec. This will give great performance with reasonable data guarantees

Basically there are two main types available: async snapsnots and fsync(). They're called RDB and AOF respectively. More on persistence modes on the official page.

The signal handling of the daemonized process syncs to disk when it receives a SIGTERM for instance, so the data will still be there after a reboot. I think the daemon or the OS has to crash before you'll see an integrity corruption, even with the default settings (RDB snapshots).

The AOF setting uses an Append Only File that logs the commands the server receives, and recreates the DB from scratch on cold start, from the saved file. The default disk-sync policy is to flush once every second (IIRC) but can be set to lock and write on every command.

Using both the snapshots and the incremental log seems to offer both a long term don't-mind-if-I-miss-a-few-seconds-of-data approach with a more secure, but costly incremental log. Redis supports clustering out of the box, so replication can be done too it seems.

I'm using the default RDB setting myself and saving the snapshots to remote FTP. I haven't seen a failure that's caused a data loss yet. Acute hardware failure or power outages would most likely, but I'm hosted on a VPS. Slim chance of that happening :)

This question is really about real-time sessions, and seems to have arisen partly due to a misunderstanding of the phrase 'delayed write operations' While the details were eventually teased out in the comments, I just wanted to make it super-duper clear...

You will have no problems implementing real-time sessions.

Redis is an in-memory key-value store with optional persistence to disk. 'Delayed write operations' refers to writes to disk, not the database in general, which exists in memory. If you SET a key/value pair, you can GET it immediately (i.e in real-time). The policy you select with regards to persistence (how much you delay the writes) will determine the upper-bound for how much data could be lost in a crash.