I usually turn off 3rd party cookies in my browsers and it is fine with mostly all sites, but often I forget about that and can't log into few services, cause they implement logging in a somewhat wrong way. For a big example, Atlassian lost me (and my small dev department) because their auth is too complicated to fit in one domain, while all I wanted was a simple svn hosting backed by serious player, no matter the price. /mycookiestory