I finally got around to disallowing all cookies in Firefox 1.5. Those text files web sites save on your computer to retain data about you--albeit usually harmless things like whether you're logged in to their site or not.
Have to say I like how cleanly Firefox does this. I just go to the obvious Tools-Options menu option and click the Cookies tab, then untick, Allow sites to set Cookies. After that I just click the adjacent Exceptions button and here I simply set my cookie whitelist.
The great thing is I'm never nagged about a site not being able to create a cookie.