With Pi-hole you can block advertisements for any device in your network + improve overall network performance by blocking time consuming requests. With unwanted requests blocked less data is transferred to your device speeing up page load. Get yourself a Raspberry Pi and enjoy a faster internet. Pi-hole ensures that the browser has less work to do and greatly reduces adblock plugin workload.
If cookies are a big deal then you should use the Firefox browser plus these plugins for enhanced filtering / faster surfing:
For increased privacy and anonymity Tails might come handy for a more paranoid surf mode experience:
Tails aims at preserving your privacy and anonymity by passing all connections to the internet through the Tor network.
As per the Swedish cookie law you are with this page given notice that cookies are in use (check), what they are used for, and how to avoid them. Cookies on this website are used for improved browser tracking and website functionality (check). In order to avoid the cookies this site generates the most efficient way is to simply leave this site, wipe all cookies in your browser and never surf here again (check). And no, there is no opt-out cookie because that is like fixing a flood with more water...
However since you very likely came here using a Google search and outbound link click you should have far more concerns about your integrity than to bother about local cookies from this website.