On top of all the other issues, add the fact that some browsers no longer delete sessions cookies when you close the browser. Notably, Chrome and Firefox.
I don't use Chrome myself, I use Chromium for testing when doing web development. Apparently you can't get the exact Chrome binary form Chromium source code, so I don't know if there are remarkable differences... but I find these quite amusing: http://i.imgur.com/Mq3pH.png
It is correct that these options are in "Privacy". The good thing is that you don't need to worry about tracking cookies because your browser is already tracking you ;)
(I'm half joking / half serious here; this is off-topic anyway)
http://dalevisser.wordpress.com/2012/07/18/how-to-fix-firefo...