I have just "upgraded" my registration form for my game - first page you put in your username and password, which, on submit, it puts into session variables. Next page (same webpage still but the form changes on first submit) is email address, then the next page (again, same webpage but on second submit) is for the forum signature (I have a forum for the game too). ALL of this is done really easily using php sessions. You have to validate your account from your email address and then it automatically logs you into the game simply by clicking the validation link.
I would recommend sessions anyday - I could never get the hang of cookies... I have tried and tried and tried but never understood them. I tried registering a cookie variable called username and another called password not so long ago - all it registered was the session id - have no idea why though.
Paulgami, I would highly recommend NOT using much javascript in your web pages - fewer and fewer people are allowing javascript to be used nowadays (apparently).
Clarkey Boy