When used as they were originally intended (as we do here), they are a really nice feature. When used improperly (like DoubleClick.net), they're a real intrusion. They are also of limited utility if you access the board from multiple computers (as I do)....
***WARNING COMPUTER TECHNOBABBLE AHEAD***
FWIW, if you would like the best of both worlds, and don't mind fooling around with computer stuff, there is a thing called
Guidescope which allows you to selectively filter cookies and (even better)
get rid of banner ads!!!
***END COMPUTER TECHNOBABBLE***
Don