A lot of people are paranoid about cookies, and not without reason, but the simple fact is that this is how you create persistence in a stateless protocol. I’ve heard all the arguments and all the debates on the subject, and this is how we’re doing it. The only information that can be stored in a cookie is information you have already handed over and its impossible for more information to be gathered other than what you have already supplied.
If you don’t want to use cookies, you don’t have to. You can still use most websites but you will not be able to use some of the advanced features since they require logging in and having your login information stored on your pc. If your paranoia requires you not to use cookies, this is the sacrifice you’ll have to make.