It depends on what you are trying to do. If you have high availability enabled, then any state in the HTTPSession or Stateful Session Bean is stored in a replica mode.
If you want to store data so that all nodes can potentially nodes can access data, then you can potentially utilize Shoal (http://shoal.javanet), which is the underlying mechanism that GlassFish uses to replicate high availability data.
Yes, you try using JBoss Cache, Infinispan, ehCache, memcached, etc, but the GlassFish team does not test those frameworks with GlassFish. We do test Oracle Coherence.
Good luck and I hope this helps.