Are you asking whether you can prevent FB and Twitter links from showing up at all, or a way you can prevent them from leaving cookies?
A lot depends on how you're blocking the cookies. If you're just disallowing cookies from those domains, it *shouldn't* slow down loading. I use both Facebook and Twitter (well, in a manner of speaking; I only use Facebook to record my Twitter posts), and I can visit either site with cookies disabled.
As noted, I've already blocked them from leaving cookies on my browser (via Firefox's privacy preferences). What I'm looking for is a way to circumvent the addition of those hyperlinks to those websites — which seem to think that putting hyperlinks to FAcebook and Twitter on their own web pages (eg, newspapers, in fact every article from newspapers) is a worthwhile endeavor. If that is at all possible, I'd like to know how to go about it (for the reasons given earlier).