Get the Add-on NoScript for Firefox.
http://noscript.net/
In addition, I always empty all cookies after a browsing session or at the end of the day. The worst is I have to log back in to some sites. You can't permanently eliminate the possibility of picking up a tracking cookie, but you can get rid of them if you pick one up. NoScript minimizes the chances of getting one, since you only allow the minimum scripts for a site to function. I suggest you start at the NS site and read about it. There's also a support forum which needs no registration. I won't have a lot of time today to explain much more.
Here what you do to completely eliminate Flash cookies. This works.
+"Delete your ~/Library/Preferences/Macromedia folder so you're starting from a clean, shared-object-free, slate.+
+Next, in your web browser visit
http://www.macromedia.com/support/documentation/en/flashplayer/help/settings_man ager07.html and under the Global Privacy Settings, click the button labeled "always deny" then "confirm" to prevent Flash from watching you through your webcam or listening to you over the computer's microphone. Technically speaking this isn't necessary, but it seems like a prudent move if you don't like the idea of web sites accessing these resources. Don't bother changing anything else in the Settings Manager because the other stuff pretty much involves what and how much can get saved on your computer, and we're going to answer those questions entirely different means.+
+Now navigate in the Finder back to your ~/Library/Preferences/Macromedia folder and and recursively lock every file and folder inside it. This should include macromedia.com/support/flashplayer/sys/settings.sol, macromedia.com/support/flashplayer/sys, macromedia.com/support/flashplayer, macromedia.com/support, macromedia.com/#SharedObjects/<random letters and numbers>, macromedia.com/#SharedObjects, and finally the macromedia.com folder itself.+
+That's it!+
+The cool thing about this is that Flash is convinced it can store this crap so everything works, but nothing is actually remembered by Flash. Or at least nothing is remembered between browser sessions. Flash apparently never tells sites attempting to store stuff that, even though storing is enabled, it doesn't actually work and nothing gets stored."+