If you are considering switching to ASP.NET MVC, these DTOs will become your ViewData objects for the model, which can make for easy migration.
Yes, session information will be more specific, since the DTO will be specific to the behavior of its use. This should reduce overhead in the absence of unused information or even limited information.
Specifc DTO will also help in other things; If you implement other technologies at the presentation level, such as Silverlight, Flash, etc., And you need the same objects in the web service.