Try something like
List<string> products = new List<string>();
foreach (DataListItem item in DataList1.Items)
{
HtmlInputCheckBox cb = item.FindControl("FavChkBox") as HtmlInputCheckBox;
if (cb != null && cb.Checked)
{
products.Add(cb.Value);
}
}
if (products.Any())
{
Session["product"] = product;
string url ="CompareProducts.aspx";
Response.Redirect(url);
}
On your target page;
List<string> products = null;
if (Session["product"] != null)
{
products = (List<string>)Session["product"];
}