Maybe depending on PHP settings, but if return values are not the above, then go for this:
_DISABLED = 0
_NONE = 1
_ACTIVE = 2

Use always session_status(), to check if a session is already started and active.
if(session_status() !== PHP_SESSION_ACTIVE) session_start();
or 
if(session_status() === PHP_SESSION_NONE) session_start();

Don't use
if(!isset($_SESSION)) session_start();
or
if(session_id() === "") session_start();

They will not work properly after a call to session_write_close().
Both functions will continue to report, that the session exists.
And this is right, you can read from $_SESSION, but if you want to write,
you need session_start() again.

As a shorthand you can use 
@session_start() 
with the @ at the beginning to suppress the 
PHP notice "A session had already been started - ignoring session_start()"

As stated in the manual for session_start(), a second call will do no harm,
it will be simply ignored. But you need the @, if you don't want to get the notice.

Universal function for checking session status.

<?php
/**
 * @return bool
 */
function is_session_started()
{
    if ( php_sapi_name() !== 'cli' ) {
        if ( version_compare(phpversion(), '5.4.0', '>=') ) {
            return session_status() === PHP_SESSION_ACTIVE ? TRUE : FALSE;
        } else {
            return session_id() === '' ? FALSE : TRUE;
        }
    }
    return FALSE;
}

// Example
if ( is_session_started() === FALSE ) session_start();
?>

Note session_status() is for file based session only.

DB based session status needs to have custom function based on table structure.

The advice of ive_insomnia at live dot com should be taken with great care.

First of all, while his use case for session_status is valid, a simpler way to avoid the warning is:

<?php
if (!isset($_SESSION)) { session_start(); }
?>

The example of session_status uses the raw values of constants (2 in this case) created specifically for the purpose of not having to use magic numbers.

Better code would be:

<?php
if (session_status() !== PHP_SESSION_ACTIVE) {session_start();}
?>

The same can be done using

<?
if (session_id() === "") { session_start(); }
?>

The use of this function is lies more towards status management: change the behavior of a script when sessions are disabled altogether, for example.

Numerical Values for
PHP_SESSION_DISABLED  is 0
PHP_SESSION_NONE is 1
PHP_SESSION_ACTIVE is  2

This is how the session_status() works:
<?php
function session_status(){
    if(!extension_loaded('session')){
        return 0;
    }elseif(!file_exists(session_save_path().'/sess_'.session_id()){
        return 1;
    }else{
        return 2;
    }
}
?>

If you started and closed a session then test ( session_id() === '' ) to check if a session is active it won't work, session_id() returns an ID even if the session is closed.

Anybody knows another way before PHP 5.4 to check if a session is really not currently active ?

Just another function to determine whether the session has already started:

function is_session_started () {
    return function_exists ( 'session_status' ) ? ( PHP_SESSION_ACTIVE == session_status () ) : ( ! empty ( session_id () ) ); 
}