If you want to completely avoid all cookies there is only one viable option. Unplug from the internet. But for most of us that is not a viable option or at least not one that we care to take. The fact is many web sites or only semi-functional or are completely non-functional without cookies. You probably would not like being without any cookies as they can be very useful. For example without cookies, you would have to enter your userid and password every time you want to post something on this site. They can help you navigate in other web sites keeping track of where you have been,
etc.
What I suspect you, and most of us, want to cut down on are the cookies that track our movements on the web and "phone home" to report on where we have been on other web sties. Google, Yahoo, all of the search sites implant cookies that do that as does Facebook and thousands of other sites from institutions ranging from colleges and universities through government sites to marketing sites (they know where you went on their site, they want to know where you went on the competitions site).
There are extensions out there that can help by blocking sites attempts to "phone home" but they require effort, especially in the early stages, on your part to train the extension on what cookies you deem acceptable and which you deem unacceptable. Only you can make those choices and the initial training can take time, over a long span of time, and require maintenance as the names change to protest the guilty.
For Safari there are two that I have found useful, Cookie Stumbler (the paid version more than the free Safari Extension) which daily goes through the list of cookies that have accumulated in the past 24 hours and deletes those that are on my "bad guy" list. I had to go through thousands of cookies dozens of times to build the list and it still has to be tended regularly. Cookie Stumbler helps by maintaining information on which cookies phone home and which contain my login information to a given site. The extension version blocks attempts of cookies to phone home. The other useful extension is Ghostery that blocks attempts to phone home.
Neither of these two extensions nor the combination of both are 100% effective and basically they only handle one type of a growing list of cookie types. Frankly I often turn the extensions off because too many web sites I visit frequently are only semi-functional without cookies. For example news sites that use cookies to require your seeing the "commercial" before viewing the video clip.
There is a tendency for users to consider the internet as a free resource, but billions of dollars are spent creating, maintaining, and making the content available. All of that money has to come from somewhere and there are a limited number of options to pay for it: advertising and sales (the genesis of cookies that phone home), taxes, pay for use (every time you log onto a site your credit card is charged). Personally I am not sure which I dislike the least.