Chains,
I use Cookies by Sweet P Productions. It manages your cookies, letting you choose favorites for cookies, flash cookies, and databases (I didn't know about some of these so I had to educate myself!).
They also have a FREE app/extension/addon called Safari Cookies - only for Safari not other browsers. I started out using it, but it does install something called SIMBL, and I've heard negative things about it. Nothing serious, but I decided against it. The paid program is a true app/program and does not use SIMBL.
Right now, they actually have their Cookies program on sale (FREE stuff at the bottom of page). You can find their stuff here: http://sweetpproductions.com/
I have been using them for almost a year without any issues or problems and it's pretty easy to set up. It's worth it for you to check it out and decide for yourself.
Good luck!