install ghostery
https://addons.mozilla.org/en-US/firefox/addon/ghostery/
also manually block specific cookies. every cookie that wants to sit on my pc needs my permission. 3rd party cookies never sit on my pc. too much bandwidth hogging. too much crap that sits on our computers stealing resources.
install adblock plus as well. thats a MUST app. flash blocker also.
Blocking all cookies generally causes trouble on some web sites that will not proceed without the cookie. Good sites involving security. Or like this site where the cookie keeps you logged in.
Blocking specific cookies... there are so many, all unknown,, seems not feasible. I don't want to make a career of it.
The easy answer in FireFox is to simply have it delete cookies when you close the browser (Keep, until I close Firefox).
So let them write their cookies, but then they are removed every day, maybe a few times a day. Silently, automatically.
Then you do have to allow certain specific cookies to remain, like this site for your logon. But that is a small list of cookies, not a problem.