Integrating a part of my app on other sites

I have a bit of a theoretical question, I'm not sure if this is inapropriate for this platform? I know there are stackoverflow rules that must be abided by :)

Let's say I wanted brands to host my platform on their site (either site.com/myapp or myapp.site.com). I need the app to still run through my server (or my datastore, at the very least)

Back in 2007 I did something similar and I used iFrames, is iFrame still the best way to do this? Am I still going to have problems with session variables?

Any insight you can offer would be appreciated.