I guess it comes to how you implement
On my site, you have the banner to accept or decline with a link to what we use them for (stat's mainly.
If you accept, you get the option to turn it of again if you want.
If you decline 90% of the site works fine, some bits don't work, but nothing major.
Unlike The Reg that sets them if you want them or not and puts in a banner saying, we've set them so tough shit.
There is a "good" way and a bad"way. Take your choice.