My comment about Cookie and tracking cookies was quite incomplete...inadequate, in fact.
In addition to identifying tracking cookies, Cookie's got white-listing, black-listing, and automatic purging capabilities, to name a few; I find it to be a very useful and comforting app even though it has a lot of trouble syncing with ~/Library/Cookies/Cookies.plist in Snowy. (I've been told that it works just fine with Lion and beyond.)
I know joemikeb uses and recommends
Cookie Stumbler, so you might take a look at it, too.
