Are you fed up with ad-serving cookies? Block them!
Personally, I hate having websites install ad-serving cookies on my box. Even if I have nothing to hide, I still don't like people looking over my shoulder at what I'm doing, especially when I don't even know about it. To get rid of these cookies, you can always empty your cookie folder manually, or run one of the multiple anti-spyware applications available for free on the Web. Unfortunately, all of these solutions require some interaction from you. The solution? Block them before they get in your computer. There are 2 marvellous little applications that can help you do this automatically: IE-SPYAD for Internet Explorer, and Adblock Plus for Firefox (To use in conjunction with Adblock Filterset.G Updater)
These 2 babies can help you block undesirable sites and cookies by adding them to IE's restricted sites zone. The list gets updated automatically so you don't have to worry about doing it yourself. What are you waiting for? Go and have a look at them right now!
(Edit: The IE-SPYAD link doesn't seem to work if you click on it directly from this post, but if you copy and paste it back into your IE/Firefox address field, it works fine. Anyone else experiencing this, or is it only me?)