In older versions of current browsers (eg, Mozilla), it was possible to block specific cookies from being set (in the window where cookies could be individually removed).
In Firefox and Safari, as far as I can tell, this is not possible; cookies can only be removed individually or en masse. There seems to be no way to prevent cookie intruders from inserting themselves.
Blocking cookies from unwanted sites such as doubleclick and other advertisers would be profoundly desirable. My previous list of blocked cookies extended into triple digits.

Can cookie blocking in fact be done? And if so, how?