There are several extensions for Firefox that allow cookies to be controlled. I use one with the painfully obvious name of Cookie Controller. Works, and stays out of the way most of the time. Most sites I use frequently get my default of 1st-party cookies only, treating all cookies as session (gone when closing the browser). That, plus NoScript with some tuning, keeps attacks to a dull roar but does have side effects in a few places. MS, for instance, blocks access to it's "support.microsoft.com" web site if you have cookies or javascript blocked, or even if those extensions are simply present. There are other ways in, if information is needed, so that's an annoyance at worst, but these privacy mechanisms aren't without side effects.
I've tried the Avast extension in FF. It works, but doesn't appear to know that things are already blocked by something else and wants to block again. Then, after a while, everything stops working for some major sites (I think they recognize the Avast extension and throw a fit), but it all starts working again if I drop back to just Cookie Controller and NoScript. Privacy Badger is another good one, and stays mostly out of the way, but its main features are now (with less control) incorporated into FF. Ah well ... why am I reminded of Elmer Fudd trying biocontrol of the bugs in his vegetable patch ...
