Chapter 7, Disappearing Data, points out some common traps with cookies.
From the point of view of security the web site
is worth considering. As briefly discussed in user privacy, cookies can't expose a user's true identity. However, they can be used to identify that an anonymous user is the same anonymous user as last time. This site has an advertising network that collects profiles of browser users by using cookies. The first time the user views an advertisement from this network, the cookie is set. Subsequently, when the user views a page anywhere in the network, the cookie is discovered, and the user's presence is reported back to the network's data-collection service. Like tracking a wild animal, cookie footprints reveal the users habits, which advertisers can then take advantage of. The next time the user views a page in the network, an advertisement appears tailored to the user's current habits. If you like tea, everywhere you go will eventually advertise tea leaves.http://www.doubleclick.com