Question: My server provides SSL connections via https, although the certificate costs extra...

Is there anything that needs to be changed in the PHP code to utilize this protocol?

My site has:

* ajax forms via POST
* regular forms and pages using POST and GET parameters
* Session variables

Answer: 
I'd have to say the same as mvbrakel, but as far as session cookies/cookies you will want to turn on HTTPS only if you are using https on **ALL** your pages.

Also adding HTTP only to cookies, js scripts won't be able to check value and such.
The code does not need to be changed, other than to change all links from `http://` to `https://` (seriously, don't forget that, else you aren't using SSL...)