This is just the stupidest crap on the internet. There are a lot of people making money of this, and it's so completely dumb.
None of these marketers care about you personally at all, so it isn't about privacy. You're just a number to them and nothing you do makes any difference to them. They only care about aggregate numbers, in which privacy is not an issue.
Cookies are not harmful... Except when you've got a blackhat on your hands, but that takes an extremely high level of ability and time well above what anyone here has. The only people I know that can use cookies maliciously are far too busy to bother with mickey-mouse silliness like cookies - there are far better ways... Cookies rank VERY low...