Adblock plus doesn't block cookies, only ads
![Wink ;)](http://www.tweaking.com/forums/Smileys/smillhey/wink.png)
Ghostery might block some "malware" cookies if I remember right.
I use Cookie Controller addon myself which can be used to allow a certain site to set cookies by its toolbar button, and the default behavior for cookies is set to disabled.
I can now allow only those few sites, like these forums, to set cookies!