You don't really need to save the cookies, your passwords are more important !
The easiest to save everything related to Safari is to go in the folder yourusername/Library and backup the folder named Safari.
Inside of that folder you will find all your bookmarks, history, extensions, Top Sites, configuration, databases, downloads, webpages icons and local storage.
To save Safari's preferences you should backup the file com.apple.Safari.plist in the folder yourusername/Library/Preferences.
Hope this will help.