Hey, if we're talking about web info on cookies, let me suggest Philip Greenspun's Web Tool Reviews, and more specifically his entire book on web publishing (specifically centering on RBDMS backed sites) that he put online:

http://photo.net/wtr/thebook/

It's got a lot of great stuff, and he also focuses on some of the stuff you're talking about. I think he goes into cookies at:

http://photo.net/wtr/thebook/user-tracking.html

At any rate, I think the book is worth a look at by anyone who's interested in what the web can offer beyond being an online magazine. It's got tons of examples, and isn't too technical in a lot of parts. Actually, I like a bunch of the other stuff Greenspun's got there, but the book is a good start...