session in a link or database?

[Textahead]

Heres a curly one for yous.
I have about 20 links on a page that I need to have a variable associated with it
Ie: if you click on the link <a href=USA.php>NEW YORK</A> it will take you to USA.php but display the city of New York at the top of the page. the next link would be <a href=USA.php>Detroit</A> this would also take you to the USA.php but would display Detroit at the top of the page and so on
The way I imagine this would work is by something like this

<a href=USA.php<?php[$USA=New York]?> New York </a>
<a href=USA.php<?php[$USA=Detroit]?> Detroit</a>

i would then have to pass the variable $USA to a session so that it carrys to the next page and is displayed.

Am I on the right track or is there a better way of doing this?

I would also like other things to change not just the name at the top but If i can figure out how to carry a different value for each of 20 or so links/variable across to one page I think I could work the rest out.
Cheers in advance

[JasonDFR]

No session. No database.

<a href=usa.php?city=new_york> New York </a>
<a href=usa.php?city=detroit> Detroit</a>

<?php

// usa.php

if ( isset($_GET['city']) ) {

    $city = $_GET['city'];

} else {

    $city = // some default

}