Cookies are practical when you are able to block the ones you don’t want and allow the useful cookies. Cookies are tiny files that store information. These can come in handy if you want them but they are simply irritating if you don’t.
Tracking cookies that record private information are the ones that most people tend to want to block. Choose and customize browsers to block the risky cookies and allow the ones that make browser use more efficient. White lists can be used to specify sites to accept desired cookies for IE versions and Firefox.
This is a different approach to cookie control and is not for the inexperienced user. For those willing to go through the process, this is a good method to gain control over cookies.
The start of this process is to whitelist sites. Starting with Internet Explorer, click Tools > Internet Options > Privacy > Sites. You then get the Per Site Privacy Actions menu:

Here begins manual entry of each site that you want to whitelist . You can toggle the settings for first and third-party cookies to make this easier, but you will lose customized specifications. To toggle the cookie settings, click Tools > Internet Options > Privacy. Select Settings and click OK.

IE doesn’t offer many options. Consider taking the time to manually whitelist and save some future troubles.
By specifying the sites to allow on the whitelist, you bypass the pre-set options that will certainly allow cookies that are undesired. Advanced Privacy Settings for IE8 and IE9 are limited and you lose accurate control by taking a shortcut.
Firefox offers better options. For those who do not wish to use Firefox, just stick to manual whitelisting with Internet Explorer. The overrides are limited at best. Give Firefox a shot and see what you can do. If it is not what you want, uninstall and leave it alone. Many people find IE a great browser, but some users might find Firefox more adaptable, faster and more user friendly.
Moving on to Firefox, you can find broad user options that allow for a clean customization.
Open Firefox and click on Tools > Options > Privacy. In the Privacy menu, find the “Firefox will…” option:

As seen here, uncheck “Accept third-party cookies and toggle the “Keep until” option to “ask me every time.” This option is beautifully streamlined compared to Internet Explorer. All you need to do from this time forward is work with the prompts when first-party cookies are attempted. Normally, these would be automatically set in the browser cache. With the above settings, you are prompted to allow or block the cookies. It might take a few days to customize or allow and block settings for given cookies, but Firefox remembers and continues to offer prompts when new first-party cookie attempt to present themselves. Visit the sites used most often and weed through the cookies. Thereafter, you are in complete control.
Whether using Internet Explorer or Firefox, cookie customization is a useful tool. In the end, it spares hassles and gives customized browsing without the annoyance of tracking cookies that can steal private data. Or you could manually clear your cookies each day, but that still allows time for sensitive data to be extrapolated. And besides, who remembers to do that on a daily basis.
Firefox users who do not want to work with prompts can check out the guide Configure Firefox To Delete All Cookies On Exit But Select Ones to work around that by deleting all but selected cookies on browser exit automatically.
Related Articles:
Internet Explorer Expired Cookies CleanerInternet Explorer Gets Flash Cookies Removal
Clear Cache, Cookies For Specific Domain In Internet Explorer 9
WebCookiesSniffer, Capture Cookies In Realtime
How to migrate from Internet Explorer to Firefox
Enjoyed the article?: Then sign-up for our free newsletter or RSS feed to kick off your day with the latest technology news and tips, or share the article with your friends and contacts on Facebook, Twitter or Google+ using the icons below.

Seems complex!
In FF, I use the add-on named Permit Cookies, which is simple and works nicely.
In IE, I have been using a program called CookiePal ( http://www.kburra.com/cpal.html ) which is payware but hasn’t been updated in years. It still seems to work in IE8. I don’t know why the authors gave up on the program. I wish they would open source it as maybe someone could pick it up and bring it up to snuff.
I keep cookies and delete all other stuff on exit from FF, IE, Chrome. I use CCleaner as my cookie manager which allows me to easily keep the cookies I want and blow the rest away.
Security products such as Panda Cloud detect and remove tracking cookies.