You can see what cookies are already installed with e.g.
find ~/.macromedia -iname '*.sol'You probably also want to disable or restrict google's cookies. And you might want to opt out of Google Analytics. A quick overview and opt-out page for the other large advertising group's cookies
strings .macromedia/Flash_Player/macromedia.com/support/flashplayer/sys/#skype.com/settings.sol# helps to see what's inside the cookies.
is also available.
Also check how to disable Facebook tracking you on other websites. And you may just want to install the Chrome AdThwart extension.
The just released Flash 10.1 supports a mode without flash cookies if your browser supports a private surfing mode and Flash is compatible with your browser's setting. I think that's mostly Firefox.