[1] http://ec.europa.eu/ipg/basics/legal/cookies/index_en.htm
[1] http://ec.europa.eu/ipg/basics/legal/cookies/index_en.htm
That is most sites now, so cookie warning fatigue sets in.
I think the law was well intentioned, but it didn't quite manage to do what it was trying to do.
The actual ePrivacy Directive 2002/58/EC Section 25 does not mention exemptions for any type of cookies, and specifies:
"Users should have the opportunity to refuse to have a cookie or similar device stored on their terminal equipment. This is particularly important where users other than the original user have access to the terminal equipment and thereby to any data containing privacy-sensitive information stored on such equipment."
http://eur-lex.europa.eu/LexUriServ/LexUriServ.do?uri=CELEX:...
These regulations tend to get abused by shady lawyers who specifically target small business that supposedly don't comply with the rules.
The same kind of reasoning for example applies to the notorious legal notice requirement for websites in some EU countries: The exact requirements for these documents are still not entirely clear. People and companies go to great lengths to implement (hopefully) legally compliant legal notices for their website while many of them are really just cargo cult intended to appease powers beyond one's control.