If you do not want the sites you visited to save information on your computer and use them without your permission ,Cookie Guard is definitely the most useful and extensive software to be used against cookies.
Cookie Guard does not prevent all cookies ,the cookies you allowed are possibly used.Therefore you can surf through “Anonimous Mail Systems” (Hotmail,Yahoo,...) easily and you can prevent the sites that you mark as unsafe to be saved.
You should try this Unlimited Evaluation Copy