In my experiance with both sessions and cookies. I'd say sessions are better to use. There more secure, you can store variables within them via "Session Variable". I use sessions for my new post system... without sessions I would not be able to administer my posts, eg editing and deleting. I had problems destroying cookies when they weren't needed. (I also had problems stripping slashes from $_COOKIE variables aswel.) Sessions are extremely easy to destroy. All you use is...
session_start();
session_unregister('var');
session_destroy();
...in a page.
Simple.
To create them you use:
session_start();
session_register('var');
"$var = $var";
$var can be the source of data in a form.
[edit] To view a registered session variable you use:
<?php
echo "$var\n";
?>
or
<?php
echo $_SESSION['var'];
?>
