Am I misunderstanding the nature of a dynamic connection? Doesn't it mean that you can't be tracked because you're a moving target?
I've never seen the demdex.net cookie, but I've got a bunch of other recurring ones blocked in my hosts file.
I use
Cookie ($15 shareware), and I love it! I've got it set to clear all unwanted cookies every 60 seconds, and the only time I've ever run into trouble with that was when it cleared a shopping cart before I completed my purchase, so now I just turn it off when I'm shopping.