It appears that Google offers an Advertising Cookie Opt-Out Plugin which not only sets the DoubleClick opt-out cookie (DoubleClick is now owned by Google don’tcha know?), but also ensures this cookie is set to persist even if you empty your browser cookies (Internet Explorer and Firefox only). However, not only can you get this cookie set (along with setting opt-out cookies for all the other major advertising networks), you can also set your own advertising interests so Google can serve more appropriate adverts to you (so no more, or certain less, “weight loss/improve your manhood” adverts).