Improved safe surfing
If cookies are a big deal then you should consider using Firefox or Safari:
If you go for Firefox consider these plugins for enhanced filtering and faster surfing:
Optimized safe surfing
For increased privacy and anonymity Privoxy or Tails might come handy for a more paranoid surf mode:
Privoxy is a non-caching web proxy with advanced filtering capabilities for enhancing privacy, modifying web page data and HTTP headers, controlling access, and removing many things that will slow down your surf.
Tails aims at preserving your privacy and anonymity by passing all connections to the internet through the Tor network.
Swedish cookie law
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).
However since you very likely came here using a Google search and outbound link click you could have far more concerns about your integrity than to bother about cookies from this website, for more information on cookies please visit PTS.