I'm a full devotee of Firefox. No other browser (that I'm aware of) is as flexible with cookies as Firefox is - it will let you block all of them, except for those on a whitelist you specify.
Plus, it has the advantage of not being made by Microsoft (IE) or Google (Chrome).
As for Safari: I don't mind it, but its cookie management is nowhere near on the level of Firefox's. Plus, I like to keep a separate set of bookmarks on my desktop version of Safari, so I can sync them automatically (via iCloud) to my iOS devices. I never actually *use* the desktop Safari, though - I just find it easier to keep my iOS bookmarks organized there, if I can edit them via the desktop version.