I use mainly sessions but then sessions are regarded as cookies so im told/read. but then its mainly more for internal website stuff rather then third party.
I am a bit annoyed as going to have to put in extra code to then allow for the end user to accept cookies or not (understandable for google analytics etc - but arnt google analytics useful in helping the flow of the advancement of the internet - know what users use etc helps with technologies being developed further etc).
chris