I accept because you pretty much have to in order to view some web sites.
I frequently run Ccleaner to destroy them and grind them into cookie dust.
There's also another kind of persistent cookie called an LSO cookie that hides out and evades cookie cleaners. LSO cookies come to you courtesy of Adobe apps like Flash and maybe other Adobe apps.
To stomp and rip LSO cookies to bloody screaming death, install the BetterPrivacy add on to Firefox, and go into it and set its options (if you're an IE or Chrome or MacIntosh user I don't know what may help you, if anything).