Take a look at your security settings. I believe you can make this easier on yourself.
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First, many user-oriented browsers -- that is, anything NOT shipped by Microsoft or AOL to provide marketing channels -- offer some very strong security/privacy options. Check with Wade, resident Opera snob (well, at least the browser, not sure about the performances...) for specifics.
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You should be able to specify, on a per-site basis:
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\r\n- Permanent cookies. The site can set a cookie persisting beyond the end of the current session.
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My own browser only lets me specify permanent or no cookies. More recent versions of Mozilla aka Firebird, allow setting session cookies. I allow permanent cookies for sites which use/require a login, in some cases, though the local login manager covers for this in most cases. Allowing session cookies would allow pretty much all sites which use cookies to track session state to work, but keep them from snooping on you cross-session. Note that if you allow both types of cookies among a set of sites which pool cookie information (add / banner sites and credit-card processing sites are examples), it's still possible to corrolate information.
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But at least you should be able to set preferences so your tools are doing what you want without requiring you delete all cookies after each session, and without loosing the (very few) possibly useful cookies you might want to keep around.