I set Seamonkey to delete cookies on exit. I realize that's not quite the same as auto-boycotting sites that set cookies. Maybe some of the above comments will help in that regard.
I think more important for privacy concerns is blocking tracking scripts. If talking about Google, their scripts are nearly everywhere on practically every site, including bank and healthcare logins, and even on this forum when writing a post like this (ajax.googleapis.com produces the WYSIWYG editor function). Also all Captcha logins on the Internet now require google scripts. Googlestatic scripts provide the fonts now for most sites having user fill-in forms, and those font hits to google basically provide the text being entered.
So ruffwoof, if you are concerned about tracking, and if you don't already, you could run the NoScript addon for Mozilla browsers. Though supposedly not compatible with Seamonkey, I find it actually is, and have been using it for years. It makes visible all of the tracking scripts running on a site as you browse, and lets you choose which ones to enable either permanently or for the session only, and also lets you instantly revoke those permissions when not needed. It is important however to note the allowed defaults (whitelist) when you first install it and disallow any you don't want (I think google is allowed out of the box).
There is no perfect way to wade through the internet without being followed and profiled, but you can do a lot to reduce or thwart it. I don't think "having something to hide" is a primary reason for resenting and preventing tracking. I think it is a matter of protecting an important principle of individuality and protection from future misuse of collected data. With the rapidity of present commercial trends, I don't have much hope for the future of the Internet if these principles are ignored, or for personal security and individual rights.
Cookies are important, but don't forget about scripts.