Yesterday's Wall St Journal reported the existence of "super cookies", bits of malware planted on your computer and used to track your web surfing. This sounded pretty bad. I googled "supercookie" and lo and behold, an avalanche of information.
Apparently one type of cookie hides out in your "flash" plugin. Another type had something to do with Windows Media Player.
I found a website that claimed to switch off the Flash cookies and another that explained the Windows media player cookies were fixed in version 10 of Windows Media Player.
The other thing I did was weed out my ordinary browser cookies. Upon looking, I found that years of use had accumulated a vast number of cookies, kinda like barnacles. Cleaning them out sped up my web surfing noticeably.
You can wipe ALL cookies, the only penalty is you may have to log in to some of your favorite websites again. The websites that keep you logged in permanently do it with cookies, they make note of your log in inside the cookie.