Well, there is a thing called cookiejar, and another called cookie control, but I don't really know how good they are.

The thing that bothers me about allowing cookies (so I usually set to "prompt" which slows surfing down a lot and stops some sites working at all, ebay included) and then deleting, is that hte delete cookies option only empties cookies in the temporary internet files folder - so a really sneaky cookie that is elsewhere will not be deleted.

I also run Ad-aware SE 1.06 and Spybot Search and Destroy. I think these are commonly thought to be the best, does everyone agree?