What is the proper way to check for null values?

I love the null-coalescing operator because it makes it easy to assign a default value for nullable types.

 int y = x ?? -1;

That's great, except if I need to do something simple with x. For instance, if I want to check Session, then I usually end up having to write something more verbose.

I wish I could do this:

string y = Session["key"].ToString() ?? "none";

But you can't because the .ToString() gets called before the null check so it fails if Session["key"] is null. I end up doing this:

string y = Session["key"] == null ? "none" : Session["key"].ToString();

It works and is better, in my opinion, than the three-line alternative:

string y = "none";
if (Session["key"] != null)
    y = Session["key"].ToString();

Even though that works I am still curious if there is a better way. It seems no matter what I always have to reference Session["key"] twice; once for the check, and again for the assignment. Any ideas?