To add with that the parent comment said, I do as well, in two ways:
- IE prompts me if I want to block cookies on a website, so unless I trust it, I block by default.
- I have an extension on Firefox that is "Cookie Autodelete", so I visit a site and unless I whitelist it, all cookies will be deleted when I leave.
I wondering if you are not seeing blocked cookie because of the second one. I'm not blocking it, but as soon as I leave it gets deleted, effectively doing the same thing.