At work, I have no xxx or sex cookies.
At home, I'm trying to find the damn cookie settings in Mozilla 0.96. "Documentation" (hah hah puke) is a bit lacking.
If you are visiting a site that has banner ads setting xxx or sex cookies, you are visiting a site that sucks. IMO. No reputable site would accept ads from sex sites (and you'd be crazy to accept cookies from such such sites, obviously.)