If you don't want to create a session, just use <nosession/> in the <soap:Header> of the request:
Code:
<soap:Envelope xmlns:soap="http://www.w3.org/2003/05/soap-envelope">
<soap:Header>
<context xmlns="urn:zimbra">
<nosession/>
</context>
</soap:Header>
<soap:Body>
<AuthRequest xmlns="urn:zimbraAccount">
...
</AuthRequest>
</soap:Body>
</soap:Envelope> I think that should work. See ZimbraServer/docs/soap.txt for more info.
You could do an LDAP bind directly, as long as you don't care about checking zimbraAccountStatus.