I really like the new feature in IE9 that allows you to track the cookies that sites are trying to place on your system. I'm not sure how usable this will be over the long term but it's certainly interesting to turn this feature on at least briefly to get an idea of the cookies being laid down by the sites you visit.
To enable this feature in IE9:
- From the Tools menu, select Internet Options
- Click the Privacy tab
- Click the Advanced button
- Click the Override automatic cookie handling checkbox
- I turn on the Prompt option for Third Party Cookies
You'll then be prompted whenever a site you visit tries to drop cookies from a third party site and you can choose to allow or block the cookies.