Like Wade, I perform manual recognition of all cookies. I can recognize standard libraries based on their cookie names, and see who's using external ad servers and/or Google Analytics. That's with Firefox.
Safari, however, has a neat little option for cookie acceptance that's labeled "Accept cookies only from sites you navigate to (for example, not from advertisers on those sites.)" What a novel concept. This option is selected, and I now use Safari for most of my browsing. I don't get annoyed by FF popups on all sites, and I don't get cookies from sitemeter or doubleclick or whatnot. Le woo.