What is the most effective all inclusive way to check for null, nothing, empty space, empty.string for a session variable

When I use
If not String.IsNullOrWhiteSpace(Session("value") then...
or
If Not String.IsNullOrEmpty(Session("Value") then....
or
If Session("value") IsNot Nothing
 
I periodically get errors.
What does seem to work is:
If Not Session("Value") Is String.Empty then...
 
Is that the best way of testing for nulls, whitespace, etc, nothing, etc.
...