I don't know how many use this free program but I've used it for two years and found it very simple and useful. It allows you to "deal with" cookies (the Cookie Monster eats them) - but more importantly it allows you to "preserve" some cookies if you find them important (eg BBC cookie for remembering your personal homepage setup). Any not classed as preserved can be eaten with one click of the button.
Whilst I have my main browsers (Firefox and Opera) set to delete cookies on exit I still find Cookie Monster useful for the times when Microsoft uses IE for update info etc.
You can download the program at
www.ampsoft.net/utilities/CookieMonster.php