It really depends on the complexity of your system, and the readability of your session facade source code.
If your session facade is really simple, I would not do such thing. If your session facade gets really complicated and you put all this logic inside the session facade, I wonder anyone can understand that but me. Therefore, I introduce POJO and delegate some business methods in it.
Other practice you can do is to break your session facade into two or more session facades instead of using POJO. That also gives a much simplier session facade to work with to the client.
I would say it is only a good practice, but you should not think of that as a rule of thumb. When you have more experience, you should know when to apply to give you the maximum benefits. [ August 30, 2005: Message edited by: Jeremy Hsu ]