On my old Win95 machine, I was prompted for all cookies, and I usually didn't accept them.
Now, I allow 1st party cookies, and I am prompted for 3rd party cookies. I only allow them if they're from some counter tracking site, most of which don't try to grab lots and lots of personal info, but I only accept these so called counter-cookies if I've heard of the counter site and I've heard that it's a good counter to use and that a lot of people use them.
Oh yes, I also trade them in for cake. Cake tastes better.